Computes the absorption probability from each transient state to each recurrent one (i.e. the (i, j) entry or (j, i), in a stochastic matrix by columns, represents the probability that the first not transient state we can go from the transient state i is j (and therefore we are going to be absorbed in the communicating recurrent class of j)
absorptionProbabilities(object)
| object | the markovchain object |
|---|
A named vector with the expected number of steps to go from a transient state to any of the recurrent ones
C. M. Grinstead and J. L. Snell. Introduction to Probability. American Mathematical Soc., 2012.
Ignacio Cordón
m <- matrix(c(1/2, 1/2, 0, 1/2, 1/2, 0, 0, 1/2, 1/2), ncol = 3, byrow = TRUE) mc <- new("markovchain", states = letters[1:3], transitionMatrix = m) absorptionProbabilities(mc)#> a b #> c 0 1