markovchain (version 0.9.5)

meanAbsorptionTime: Mean absorption time

Description

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

Usage

meanAbsorptionTime(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)
times <- meanAbsorptionTime(mc)