Case for first courses on finite Markov chain modeling to include sojourn time cycle chart

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Abstract

This education article presents a case for first courses on Markov chain modeling to include the topic "sojourn time cycle chart" (STC chart). This article does so through a teaching module that consists of (i) hypothetical examples illustrating the application-motivated concept of STC chart, and (ii) a network-based procedure for computing sojourn times of finite Markov chains inside subsets of their states. The sojourn time computation procedure is a simplified version of computations that already exist in several journal articles, and it applies to discrete-time Markov chain (DTMC), continuous-time Markov chain (CTMC) in rate form, and CTMC in time form. The only requirement for success in the computations is that Markov chain balance equations have a unique solution.

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APA

Awoniyi, S., & Wheaton, I. (2019). Case for first courses on finite Markov chain modeling to include sojourn time cycle chart. SIAM Review, 61(2), 347–360. https://doi.org/10.1137/16M1082147

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