Finite Markov chain models skip-free in one direction
Gaver, Donald Paul
Jacobs, Patricia A.
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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)