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January 25th, 2015, 06:46 AM   #1
Joined: Jan 2015
From: wales

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Absorbing Markov chain help


If I have an absorbing Markov chain, how would I would out the probability that I will at some point be in a non-absorbing state?

Thanks for any help!
helpneeded123 is offline  
January 27th, 2015, 12:07 AM   #2
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Joined: Aug 2012

Posts: 229
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Hey helpneeded123.

If something is absorbing then eventually you will lie in that state and stick to it.

You need to decide whether you are looking at the infinite or long-term case or whether you are looking at the case as a function of n (number of iterations).
chiro is offline  

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