Closed Form Absorption Time Bounds

We consider a class of Markov chains known for its closed form transient and steady-state distributions. We show that some absorbing chains can be also seen as members of this class and we provide the closed form solution for their absorption time distributions. By constructing upper and lower bounding chains that belong to this particular class one can easily compute both lower and upper bounds for absorption time distribution of an arbitrary absorbing Markov chain. We provide a new algorithm for the construction of bounding chains from this class and we show a possible application of these bounds.

• Type: Conference
• Year: 2007
• Where: EPEW
• Authors: Ana Busic, Nihal Pekergin
• Keywords: Absorption Time Distribution, EPEW 2007, Lower Bounding Chains, Markov Chain