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On determining absorption probabilities for Markov chains in random environments
Published online by Cambridge University Press: 01 July 2016
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.
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- Research Article
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- Copyright © Applied Probability Trust 1981
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