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EPEW
2007
Springer

Closed Form Absorption Time Bounds

13 years 9 months ago
Closed Form Absorption Time Bounds
We consider a class of Markov chains known for its closed form transient and steady-state distributions. We show that some absorbing chains can be also seen as members of this class and we provide the closed form solution for their absorption time distributions. By constructing upper and lower bounding chains that belong to this particular class one can easily compute both lower and upper bounds for absorption time distribution of an arbitrary absorbing Markov chain. We provide a new algorithm for the construction of bounding chains from this class and we show a possible application of these bounds.
Ana Busic, Nihal Pekergin
Added 07 Jun 2010
Updated 07 Jun 2010
Type Conference
Year 2007
Where EPEW
Authors Ana Busic, Nihal Pekergin
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