Markov chains with quasitoeplitz transition matrix: First zero hitting

Markov chains with quasitoeplitz transition matrix: First zero hitting

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Article ID: iaor1990637
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:
Abstract:

This paper continues the investigation of Markov chains with a quasitoeplitz transition matrix. Generating functions of first zero hitting probabilities and mean times are found by the solution of special Riemann boundary value problems on the unit circle. Duality is discussed. [See second last abstract.]

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