Finite Markov chain models skip-free in one direction |
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| Authors: | G Latouche P A Jacobs D P Gaver |
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| Institution: | 1. Université Libre de Bruxelles, Bruxelles, Belgium;2. Department of Operations Research, Naval Postgraduate School, Monterey, California 93940;3. Department of Operations Analysis, Naval Postgraduate School, Monterey, California 93940 |
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| 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. |
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