We describe a computational procedure for evaluating the quasi-stationary distributions of a continuous-time Markov chain. Our method, which is an 'iterative version' of Arnoldi's algorithm, is ...
Journal of Applied Probability, Vol. 58, No. 1 (MARCH 2021), pp. 177-196 (20 pages) We consider a strictly substochastic matrix or a stochastic matrix with absorbing states. By using quasi-stationary ...
In this episode probability mathematics and chess collide. In this episode probability mathematics and chess collide. What is the average number of steps it would take before a randomly moving knight ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback