Cumulative Bernoulli trials and Krawtchouk processes

M. R. Hoare and Mizan Rahman

Stochastic Processes and their Applications, 1984, vol. 16, issue 2, 113-139

Abstract: A family of soluble Markov chains is introduced, which derive from simple prescriptions allowing 'saved' and 'recouped' successes in combinations of Bernoulli or hypergeometric trials. These processes lead directly to simple eigenvalue spectra and to eigenvectors which are classical polynomials of a discrete variable. A number of elementary, but apparently unrecognized, properties of 'cumulative' Bernoulli trials are discussed as background. Possible applications in epedemic and reliability theory are described.

Date: 1984
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(84)90014-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:16:y:1984:i:2:p:113-139

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().