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Mean passage times for tridiagonal transition matrices

Published online by Cambridge University Press:  14 July 2016

Valeri T. Stefanov
Valeri T. Stefanov*
Affiliation:
Department of Mathematics, University of Western Australia, Nedlands, WA 6001, Australia
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Abstract

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Information

Type
Letters to the Editor
Information
Journal of Applied Probability , Volume 32 , Issue 3 , September 1995, pp. 846 - 849
Copyright
Copyright © Applied Probability Trust 1995 

References

Barndorff Nielsen, O. (1978) Information and Exponential Families. Wiley, Chichester.Google Scholar
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Krafft, O. and Schaefer, M. (1993) Mean passage times for triadiagonal transition matrices and a two-parameter Ehrenfest urn model. J. Appl. Prob. 30, 964–970.Google Scholar
Palacios, J. L. (1993) Fluctuation theory for the Ehrenfest urn model via electric networks. Adv. Appl. Prob. 25, 472–476.Google Scholar
Stefanov, V. T. (1991) Noncurved exponential families associated with observations over finite state Markov chains. Scand. J. Statist. 18, 353–356.Google Scholar