| Title:
|
A matrix with an application to the motion of an absorbing Markov chain. I. (English) |
| Author:
|
El-Shehawey, Mohamed A. |
| Author:
|
Trabya, A. M. |
| Language:
|
English |
| Journal:
|
Mathematica Slovaca |
| ISSN:
|
0139-9918 |
| Volume:
|
46 |
| Issue:
|
1 |
| Year:
|
1996 |
| Pages:
|
101-110 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G50 |
| MSC:
|
60J10 |
| idZBL:
|
Zbl 0864.60060 |
| idMR:
|
MR1414413 |
| . |
| Date available:
|
2009-09-25T11:13:10Z |
| Last updated:
|
2012-08-01 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/130095 |
| . |
| Related article:
|
http://dml.cz/handle/10338.dmlcz/128856 |
| . |
| Reference:
|
[1] BARNETT V. D.: The joint distribution of occupation totals for a simple random walk.J. Austral. Math. Soc. 4 (1964), 518-528. Zbl 0218.60063, MR 0174095 |
| Reference:
|
[2] BHAТ B. R.: Some properties of regular Markov chains.Ann. Math. Statist. 32 (1961), 59-71. MR 0119367 |
| Reference:
|
[3] COX D. R.-MILLER H. D.: The Theory of Stochastic Processes.Methuen, London, 1965. Zbl 0149.12902, MR 0192521 |
| Reference:
|
[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. MR 1221463 |
| Reference:
|
[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. MR 1191730 |
| Reference:
|
[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. |
| Reference:
|
[7] FELLER W.: An Introduction to Probability Theory and Its Applicatгons.Vol. 1 (Зrd ed.), John Wiley and Sons, New York, 1967. MR 0243559 |
| Reference:
|
[8] GOOD I. J.: The frequency count of a Markov chain and the transition to contгnuous time.Ann. Math. Statist. 32 (1961), 41-48. MR 0126948 |
| Reference:
|
[9] ISOIFESCU M.: Finite Markov Processes and Their Applications.John Willey and Sons, New York, 1980. MR 0587116 |
| Reference:
|
[10] KAC M.: Random walk in the presence of absorbing barriers.Ann. Math. Statist. 14 (1945), 62-67. Zbl 0060.29101, MR 0011917 |
| Reference:
|
[11] KEMENY J. G.-SNELL J. L.: Finite Markov Chains.Springer-Verlag, New York, 1976. Zbl 0328.60035, MR 0410929 |
| Reference:
|
[12] KEMPERMAN J. H. B.: The Passage Problem for a Stationary Markov Chain..Univ. of Chicago Press, Chicago, 1961. MR 0119226 |
| Reference:
|
[13] NEUТS M. F.: General transition probabilities for finite Markov chains.Proc. Cambridge Philos. Soc. 60 (1964), 83-91. MR 0158436 |
| Reference:
|
[14] PARZEN E.: Stochastic Process.Holden-day, Inc, London, 1962. MR 0139192 |
| Reference:
|
[15] SRINIVASAN S. K.-MEHAТA K. M.: Stochastic Process.Mc Grow-Hill, New Delhi, 1976. |
| Reference:
|
[16] WEESAKUL B.: The random walk between a reflecting and an absorbing barriers.Ann. Math. Statist. 32 (1961), 765-769. MR 0125641 |
| . |
