Immediate Events in Markov Chains
Immediate events are events which happen without delay. There are several contexts in which immediate events occur. In particular, they are important for formulating Markovian systems efficiently, they are an integral part of generalised stochastic Petri nets, and they are useful for analysing processes which have different time scales. These applications are reviewed, and a unified theory for finding equilibrium probabilities for such processes is developed. This theory is based on the GTH algorithm, which is augmented by a special algebra.
KeywordsMarkov Chain Transition Matrix Regular State Shadowed Event Markovian System
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