Finite Markov chain models skip‐free in one direction

G. Latouche, P. A. Jacobs and D. P. Gaver

Naval Research Logistics Quarterly, 1984, vol. 31, issue 4, 571-588

Abstract: Finite Markov processes are considered, with bidimensional state space, such that transitions from state (n, i) to state (m, j) are possible only if m ≤ n + 1. The analysis leads to efficient computational algorithms, to determine the stationary probability distribution, and moments of first passage times.

Date: 1984
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:31:y:1984:i:4:p:571-588

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