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The Engel algorithm for absorbing Markov chains | J. Laurie Snell
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8 Apr 2009 | Abstract: | In this module, suitable for use in an introductory probability course, we
present Engel’s chip-moving algorithm for finding the basic descriptive
quantities for an absorbing Markov chain, and prove that it works. The tricky
part of the proof involves showing that the initial distribution of chips
recurs. At the time of writing (circa 1979) no published proof of this was
available, though Engel had stated that such a proof had been found by L.
Scheller. | Source: | arXiv, 0904.1413 | Services: | Forum | Review | PDF | Favorites |
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