Thesis

Engel's method for solving absorbing Markov chains

Engel's Method is an alternative method for solving absorbing Markov chains. The "classical" method requires computation of a "fundamental matrix" which can be used to calculate mean absorption times and absorption probabilities for the various starting states of the chain. Engel's Method does not involve matrices at all, although matrix theory is involved quite directly in the proof of the method. Rather, Engel's Method obtains the mean absorption times and absorption probabilities through the simple process of moving plastic chips on a written transition diagram and keeping track of of the numbers of moves made and the numbers of chips absorbed. (See more in text.)

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