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The Engel algorithm for absorbing Markov chains

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abstract

In 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.

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math.PR 1

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2019 1

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Pass the Buck on a Complete Binary Tree

math.PR · 2019-06-22 · unverdicted · novelty 4.0

Winning probabilities in Pass the Buck on complete binary and k-ary trees are computed using the Stochastic Abacus.

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  • Pass the Buck on a Complete Binary Tree math.PR · 2019-06-22 · unverdicted · none · ref 5 · internal anchor

    Winning probabilities in Pass the Buck on complete binary and k-ary trees are computed using the Stochastic Abacus.