markovchain (version 0.9.5)

absorptionProbabilities: Absorption probabilities

Description

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)

Usage

absorptionProbabilities(object)

Value

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

Arguments

object

the markovchain object

Author

Ignacio Cordón

References

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

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)
absorptionProbabilities(mc)