Mean absorption time — meanAbsorptionTime • markovchain

Computes the expected number of steps to go from any of the transient states to any of the recurrent states. The Markov chain should have at least one transient state for this method to work

meanAbsorptionTime(object)

Arguments

object: the markovchain object

Value

A named vector with the expected number of steps to go from a transient state to any of the recurrent ones

References

C. M. Grinstead and J. L. Snell. Introduction to Probability. American Mathematical Soc., 2012.

Author

Ignacio Cordón

Examples

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)
times <- meanAbsorptionTime(mc)