Finite Markov chain models skip-free in one direction
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Authors
Gaver, Donald Paul
Jacobs, Patricia A.
Latouche, Guy
Subjects
Advisors
Date of Issue
1982-04
Date
1982-04
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
Finite Markov processes are considered, with bi-dimensional state space, such that transitions from state (n,i) to state (m,j) are possible only if m or = n+l. The analysis leads to efficient computational algorithms, to determine the stationary probability distribution, and moments of first passage times. (Author)
Type
Technical Report
Description
Series/Report No
Department
Identifiers
NPS Report Number
NPS55-82-015
Sponsors
prepared with the partial support of the Probability and Statistics Program of the Office of Naval Research, Arlington, VA.
Funder
N0001482WR20017
Format
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.