Markov chains with quasitoeplitz transition matrix

Alexander M. Dukhovny

International Journal of Stochastic Analysis, 1989, vol. 2, 1-12

Abstract:

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.

Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:301084

DOI: 10.1155/S1048953389000055

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