On determining absorption probabilities for Markov chains in random environments
- 1 June 1981
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 13 (2) , 369-387
- https://doi.org/10.2307/1426689
Abstract
The general framework of a Markov chain in a random environment is presented and the problem of determining extinction probabilities is discussed. An efficient method for determining absorption probabilities and criteria for certain absorption are presented in the case that the environmental process is a two-state Markov chain. These results are then applied to birth and death, queueing and branching chains in random environments.Keywords
This publication has 5 references indexed in Scilit:
- Markov Chains in Random Environments: The Case of Markovian EnvironmentsThe Annals of Probability, 1980
- Calculating extinction probabilities for the birth and death chain in a random environmentJournal of Applied Probability, 1979
- The Birth and Death Chain in a Random Environment: Instability and Extinction TheoremsThe Annals of Probability, 1978
- Branching processes in Markovian environmentsDuke Mathematical Journal, 1971
- On calculating extinction probabilities for branching processes in random environmentsJournal of Applied Probability, 1969