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Erschienen in: Automatic Documentation and Mathematical Linguistics 1/2023

01.02.2023 | INFORMATION ANALYSIS

Markov Chains, Law of Total Probability, and Recurrence Relations

verfasst von: D. V. Vinogradov

Erschienen in: Automatic Documentation and Mathematical Linguistics | Ausgabe 1/2023

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Abstract

The article describes a general method of estimating average hitting times and the associated probabilities for homogeneous finite Markov chains. Recurrence relations for the estimated values and probabilities are obtained using fundamental formulas of the law of total probability. The described method is applied to three problems of a coupled Markov chain of the VKF method; in each case, the resulting recurrence relations are solvable for exact solutions.
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Metadaten
Titel
Markov Chains, Law of Total Probability, and Recurrence Relations
verfasst von
D. V. Vinogradov
Publikationsdatum
01.02.2023
Verlag
Pleiades Publishing
Erschienen in
Automatic Documentation and Mathematical Linguistics / Ausgabe 1/2023
Print ISSN: 0005-1055
Elektronische ISSN: 1934-8371
DOI
https://doi.org/10.3103/S0005105523010090

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