Transient Behavior of DTMCs
Natarajan Gautam · Wiley Encyclopedia of Operations Research and Management Science · 2011
Abstract The objective of this article is to describe the transient behavior of discrete‐time Markov chains (DTMC). We first provide some notation and terminology necessary for transient analysis. Then we provide a procedure for analyzing a DTMC and predicting the state after a finite number of jumps. Finally, we provide algorithms to efficiently perform transient analysis for DTMCs and obtain performance measures.