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On the Regularity of Skip-Free Markov Chains
Published online by Cambridge University Press: 27 July 2009
Abstract
Necessary and sufficient conditions for the regularity and recurrence of right-skip-free Markov chains are established. These generalize classical results for the case of birth-and-death processes. Expressions for the general right eigenvectors of such chains are also given.
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 8 , Issue 3 , July 1994 , pp. 377 - 384
- Copyright
- Copyright © Cambridge University Press 1994
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