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Immediate Events in Markov Chains

  • Winfried K. Grassmann
  • Yuru Wang

Abstract

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.

Keywords

Markov Chain Transition Matrix Regular State Shadowed Event Markovian System 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1995

Authors and Affiliations

  • Winfried K. Grassmann
    • 1
  • Yuru Wang
    • 1
  1. 1.Department of Computational ScienceUniversity of SaskatchewanSaskatoonCanada

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