Hoare, M. R.; Rahman, Mizan - In: Stochastic Processes and their Applications 16 (1984) 2, pp. 113-139
A family of soluble Markov chains is introduced, which derive from simple prescriptions allowing 'saved' and 'recouped' successes in combinations of Bernoulli or hypergeometric trials. These processes lead directly to simple eigenvalue spectra and to eigenvectors which are classical polynomials...