Finite Markov chain models skip-free in one direction
By: by G. Latouche, D.P. Gaver, P.A. Jacobs
Contributors: Naval Postgraduate School (U.S.); Gaver, Donald Paul; Jacobs, Patricia A.; Latouche, G. (Guy)
Publisher: Naval Postgraduate School
Published: 1982
Place of publication: Monterey, California
Language: eng
Subjects: Mathematical models; Algorithms; Programming (Mathematics); Markov processes
Description: Finite Markov processes are considered, with bi-dimensional state space, such that transitions from state (n,i) to state (m,j) are possible only if m or = n+l. The analysis leads to efficient computational algorithms, to determine the stationary probability distribution, and moments of first passage times. (Author)
Notes: "NPS-55-82-015"--Cover.

Cover title.

"April 1982"--Cover.

"Prepared for: Office of Naval Research, Arlington, VA 22217."

Includes bibliographical references (p. 36-37).

"Approved for public release; distribution is unlimited"--Cover.

Technical report; 1982.

ck/ 4/15/09.