Reversed absorbing Markov chain: A sample path approach

Reversed absorbing Markov chain: A sample path approach

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Article ID: iaor19961039
Country: Netherlands
Volume: 16
Issue: 1
Start Page Number: 41
End Page Number: 46
Publication Date: Aug 1994
Journal: Operations Research Letters
Authors: ,
Keywords: markov processes
Abstract:

The authors present a sample path based approach for analyzing the time-reversed discrete-time finite-state absorbing Markov chain.

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