A Problem associated with a Particular Markov Chain
Glasgow mathematical journal, Tome 2 (1954) no. 2, pp. 100-104
Voir la notice de l'article provenant de la source Cambridge University Press
The problem discussed in this paper is a rather specialised problem associated with a particular random walk with reflecting barriers. Such processes are discussed in particular by Feller (2). It happens that probabilities at any time associated with the system here discussed are relatively easy to determine and it is this fact which makes the given solution possible. This problem arose in certain investigations concerned with computing machines carried out by Mr. A. E. Roy of the Astronomy Department in this University and I wish to thank Mr. Roy for bringing it to my notice.
Silvey, Samuel. D. A Problem associated with a Particular Markov Chain. Glasgow mathematical journal, Tome 2 (1954) no. 2, pp. 100-104. doi: 10.1017/S2040618500033116
@article{10_1017_S2040618500033116,
author = {Silvey, Samuel. D.},
title = {A {Problem} associated with a {Particular} {Markov} {Chain}},
journal = {Glasgow mathematical journal},
pages = {100--104},
year = {1954},
volume = {2},
number = {2},
doi = {10.1017/S2040618500033116},
url = {http://geodesic.mathdoc.fr/articles/10.1017/S2040618500033116/}
}
TY - JOUR AU - Silvey, Samuel. D. TI - A Problem associated with a Particular Markov Chain JO - Glasgow mathematical journal PY - 1954 SP - 100 EP - 104 VL - 2 IS - 2 UR - http://geodesic.mathdoc.fr/articles/10.1017/S2040618500033116/ DO - 10.1017/S2040618500033116 ID - 10_1017_S2040618500033116 ER -
(1) Doob, J. L., Stochastic Processes (New York, 1953), pp. 170–185. Google Scholar
(2) Feller, W., An introduction to probability theory and its applications, Vol. 1 (New York, 1950), pp. 279–362. Google Scholar
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