On a counting variable in the theory of discrete-parameter Markov chains

Attila Csenki

Statistics & Probability Letters, 1993, vol. 18, issue 2, 105-112

Abstract: Let X={Xi: I=0, 1,...} be an absorbing Markov chain whose finite state space S is partitioned into n+1 subsets, S=A1[union or logical sum]...[union or logical sum]An[union or logical sum]{[omega]}, where Ai are transient sets and [omega] is the absorbing state. A closed form expression is derived for the probability generating function of the random vector M=(M1,...,Mn)T, where Mi stands for the absorption. For n=3, the probability mass function of (M1, M2)T is also obtained.

Keywords: Discrete-parameter; Markov; chain; renewal; argument; probability; generating; function; partitioned; state; space (search for similar items in EconPapers)
Date: 1993
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(93)90177-K
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:stapro:v:18:y:1993:i:2:p:105-112

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

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().