| Article ID: | iaor1990635 |
| Country: | United States |
| Volume: | 2 |
| Start Page Number: | 1 |
| End Page Number: | 7 |
| Publication Date: | Dec 1989 |
| Journal: | Journal of Applied Mathematics and Stochastic Analysis |
| Authors: | Dukhouny Alexander M. . |
This paper investigates a class of Markov chains which are frequently encountered in various applications (e.g. queueing systems, dams and inventories) with feedback. Generating functions of transient and steady state probabilities are found by solving a special Riemann boundary value problem on the unit circle. A criterion of ergodicity is established. [See second next abstract.]