Markov chains with quasitoeplitz transition matrix: first zero hitting

Alexander M. Dukhovny

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

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.

Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:610983

DOI: 10.1155/S104895338900016X

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