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COMPUTING EXPECTED TRANSITION EVENTS IN REDUCIBLE MARKOV CHAINS

By Brian D. Ewald, Jeffrey Humpherys and Jeremy West

Abstract

Abstract. We present a method for computing the expectation of transition events that occur during the transient phase of a reducible Markov chain. Examples of events include time to absorption, number of visits to a state, traversals of a particular transition, loops from a state to itself, and arrivals to a state from a particular subset of states. 1

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