The Engel algorithm for absorbing Markov chains

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dc.creatorSnell, J. Laurie
dc.date2009-04-08
dc.date.accessioned2026-07-07T13:01:46Z
dc.date.available2026-07-07T13:01:46Z
dc.descriptionIn this module, suitable for use in an introductory probability course, we present Engel's chip-moving algorithm for finding the basic descriptive quantities for an absorbing Markov chain, and prove that it works. The tricky part of the proof involves showing that the initial distribution of chips recurs. At the time of writing (circa 1979) no published proof of this was available, though Engel had stated that such a proof had been found by L. Scheller.
dc.descriptionVersion dated circa 1979; GNU FDL
dc.identifierhttps://arxiv.org/abs/0904.1413
dc.identifierhttp://arxiv.org/abs/0904.1413
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/226259
dc.subjectProbability
dc.subject60J10
dc.titleThe Engel algorithm for absorbing Markov chains
dc.typetext

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