Transient Probabilities of Homogeneous Row-Continuous Bivariate Markov Chains with One or Two Boundaries

This paper shows that row-continuous Markov chains with one or two boundaries have transient probabilities with matrix-geometric structure. Also explored is the relationship between the Green's function method and the matrix-geometric structure. Also explored is the relationship between the Green's function method and the matrix-geometric method of Neuts. A full probabilistic interpretation of transient rate matrices is given

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Year of publication:	2000
Authors:	Keilson, Julian ; Masuda, Yasushi
Publisher:	[S.l.] : SSRN
Subject:	Markov-Kette \| Markov chain \| Theorie \| Theory \| Wahrscheinlichkeitsrechnung \| Probability theory
Description of contents:	Abstract [papers.ssrn.com]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	Volltext nicht verfügbar
Classification:	C10 - Econometric and Statistical Methods: General. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014047277