A matrix with an application to the motion of an absorbing Markov chain. I.

Mohamed A. El-Shehawey; A. M. Trabya

Mathematica Slovaca (1996)

  • Volume: 46, Issue: 1, page 101-110
  • ISSN: 0232-0525

How to cite

top

El-Shehawey, Mohamed A., and Trabya, A. M.. "A matrix with an application to the motion of an absorbing Markov chain. I.." Mathematica Slovaca 46.1 (1996): 101-110. <http://eudml.org/doc/31929>.

@article{El1996,
author = {El-Shehawey, Mohamed A., Trabya, A. M.},
journal = {Mathematica Slovaca},
keywords = {discrete-time Markov chains; time in transient state; joint probability generating function; matrix analysis},
language = {eng},
number = {1},
pages = {101-110},
publisher = {Mathematical Institute of the Slovak Academy of Sciences},
title = {A matrix with an application to the motion of an absorbing Markov chain. I.},
url = {http://eudml.org/doc/31929},
volume = {46},
year = {1996},
}

TY - JOUR
AU - El-Shehawey, Mohamed A.
AU - Trabya, A. M.
TI - A matrix with an application to the motion of an absorbing Markov chain. I.
JO - Mathematica Slovaca
PY - 1996
PB - Mathematical Institute of the Slovak Academy of Sciences
VL - 46
IS - 1
SP - 101
EP - 110
LA - eng
KW - discrete-time Markov chains; time in transient state; joint probability generating function; matrix analysis
UR - http://eudml.org/doc/31929
ER -

References

top
  1. BARNETT V. D., The joint distribution of occupation totals for a simple random walk, J. Austral. Math. Soc. 4 (1964), 518-528. (1964) Zbl0218.60063MR0174095
  2. BHAТ B. R., Some properties of regular Markov chains, Ann. Math. Statist. 32 (1961), 59-71. (1961) MR0119367
  3. COX D. R.-MILLER H. D., The Theory of Stochastic Processes, Methuen, London, 1965. (1965) Zbl0149.12902MR0192521
  4. EL-SHEHAWEY M. A., Limit distribution of first hittгng time of delayed random walk, J. Indian Soc. Statist. Oper. Res. XIII (1992), 63-72. (1992) MR1221463
  5. EL-SHEHAWEY M. A., On absorption probabilities for a random walk between two different barriers, Ann. Fac. Sci. Тoulouse Math. (6) I (1992), 1-9. (1992) MR1191730
  6. EL-SHEHAWEY M. A.-ТRABYA A. M., On times to absorption of random walks, In: 18th International Conference for Statistics, Computer Science, Scientifics, Social Applications, Cairo, Ain Shams University, Faculty of Science, 1993. (1993) 
  7. FELLER W., An Introduction to Probability Theory and Its Applicatгons, Vol. 1 (Зrd ed.), John Wiley and Sons, New York, 1967. (1967) MR0243559
  8. GOOD I. J., The frequency count of a Markov chain and the transition to contгnuous time, Ann. Math. Statist. 32 (1961), 41-48. (1961) MR0126948
  9. ISOIFESCU M., Finite Markov Processes and Their Applications, John Willey and Sons, New York, 1980. (1980) MR0587116
  10. KAC M., Random walk in the presence of absorbing barriers, Ann. Math. Statist. 14 (1945), 62-67. (1945) Zbl0060.29101MR0011917
  11. KEMENY J. G.-SNELL J. L., Finite Markov Chains, Springer-Verlag, New York, 1976. (1976) Zbl0328.60035MR0410929
  12. KEMPERMAN J. H. B., The Passage Problem for a Stationary Markov Chain., Univ. of Chicago Press, Chicago, 1961. (1961) MR0119226
  13. NEUТS M. F., General transition probabilities for finite Markov chains, Proc. Cambridge Philos. Soc. 60 (1964), 83-91. (1964) MR0158436
  14. PARZEN E., Stochastic Process, Holden-day, Inc, London, 1962. (1962) MR0139192
  15. SRINIVASAN S. K.-MEHAТA K. M., Stochastic Process, Mc Grow-Hill, New Delhi, 1976. (1976) 
  16. WEESAKUL B., The random walk between a reflecting and an absorbing barriers, Ann. Math. Statist. 32 (1961), 765-769. (1961) MR0125641

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.