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Markov Chains pp 187-225 | Cite as

Absorption and Passage Times

  • Pierre Brémaud
Chapter
  • 606 Downloads
Part of the Texts in Applied Mathematics book series (TAM, volume 31)

Abstract

The results obtained so far concern irreducible recurrent hmcs. They must be completed by the study of chains with several communication classes. A typical question is: What is the probability of being absorbed by a given recurrent class when starting from a given transient state? This kind of problem was previously addressed in Chapter 2 in terms of first-step analysis (see, for instance, the tennis Examples 2.2.13 and 2.2.12).

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© Springer Nature Switzerland AG 2020

Authors and Affiliations

  • Pierre Brémaud
    • 1
  1. 1.ParisFrance

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