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: | Dukhouny Alexander M. . |
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.]