Standard Article

Transient Behavior of DTMCs

  1. Natarajan Gautam

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0917

Wiley Encyclopedia of Operations Research and Management Science

Wiley Encyclopedia of Operations Research and Management Science

How to Cite

Gautam, N. 2011. Transient Behavior of DTMCs. Wiley Encyclopedia of Operations Research and Management Science. .

Author Information

  1. Texas A&M University, College Station, Department of Industrial and Systems Engineering, Texas

Publication History

  1. Published Online: 15 FEB 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.

Keywords:

  • transient analysis;
  • DTMC;
  • Markov property;
  • transition probability;
  • diagonalization Method