Author:
Bourgin Richard D.,Cogburn Robert
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.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
9 articles.
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