Studden, W. J.; Reuther, Bettina; Dette, Holger; Zygmunt, M. - Institut für Wirtschafts- und Sozialstatistik, … - 2005
In this paper we study the connection between matrix measures and random walks with a tridiagonal block transition matrix. We derive sufficient conditions such that the blocks of the n-step transition matrix of the Markov chain can be represented as integrals with respect to a matrix valued...
