Calculation of Higher Transitions in a Markov Process

William Miehle
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William Miehle: The Institute for Cooperative Research, The University of Pennsylvania, Philadelphia, Pennsylvania

Operations Research, 1958, vol. 6, issue 5, 693-698

Abstract: The standard matrix method for calculating higher transition probabilities in a Markov process is briefly reviewed in the introduction. This method is extended to path multiplicities. Then a new matrix method for calculating both first arrival probabilities and multiplicities of first arrival paths is presented. The matrix method is also suitable for enumerating paths and for obtaining the diameter of a graph. An example illustrates these methods.

Date: 1958
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