Finite Markov Chain Models Skip-Free in One Direction.

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)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1982
Accession Number
ADA115128

Entities

People

  • Donald P. Gaver
  • G. Latouche
  • P. A. Jacobs

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • California
  • Computations
  • Geometric Forms
  • Markov Chains
  • Markov Processes
  • Military Research
  • Operations Research
  • Probability
  • Probability Distributions
  • Queueing Theory
  • Random Variables
  • Stationary
  • Test And Evaluation
  • Transitions
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space