absorptionProbabilities: Absorption probabilities

In markovchain: Easy Handling Discrete Time Markov Chains

Absorption probabilities

Description

Computes the absorption probability from each transient state to each recurrent one (i.e. the (i, j) entry or (j, i), in a stochastic matrix by columns, represents the probability that the first not transient state we can go from the transient state i is j (and therefore we are going to be absorbed in the communicating recurrent class of j)

Usage

absorptionProbabilities(object)

Arguments

object

the markovchain object

Value

A named vector with the expected number of steps to go from a transient state to any of the recurrent ones

Author(s)

Ignacio Cordón

References

C. M. Grinstead and J. L. Snell. Introduction to Probability. American Mathematical Soc., 2012.

Examples

m <- matrix(c(1/2, 1/2, 0,
              1/2, 1/2, 0,
                0, 1/2, 1/2), ncol = 3, byrow = TRUE)
mc <- new("markovchain", states = letters[1:3], transitionMatrix = m)
absorptionProbabilities(mc)

markovchain documentation built on Sept. 24, 2023, 5:06 p.m.