ANZIAM  J.  45 (2004), 457-475

A probabilistic algorithm for finding the rate matrix of a block- Markov chain

Emma Hunt   Intelligence, Surveillance and Reconnaissance Division DSTO Edinburgh PO Box 1500 Edinburgh SA 5111 Australia emma.hunt@dsto.defence.gov.au   also   School of Applied Mathematics The University of Adelaide Adelaide SA 5005 Australia ehunt@maths.adelaide.edu.au

Abstract

An efficient probabilistic algorithm is presented for the determination of the rate matrix of a block- Markov chain. Recurrence of the chain is not assumed.

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