Accession Number : ADA115128

Title :   Finite Markov Chain Models Skip-Free in One Direction.

Descriptive Note : Technical rept.,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s) : Latouche,G ; Gaver,D P ; Jacobs,P A

PDF Url : ADA115128

Report Date : Apr 1982

Pagination or Media Count : 58

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)

Descriptors :   *Markov processes, Matrices(Mathematics), Probability distribution functions, Theorems, Mathematical models, Algorithms, Stationary

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE