MEAN PASSAGE TIMES FOR TRIDIAGONAL TRANSITION MATRICES AND A 2-PARAMETER EHRENFEST URN MODEL

被引：17

作者：

KRAFFT, O ^{[1
]}

SCHAEFER, M ^{[1
]}

机构：

[1] RHEIN WESTFAL TH AACHEN, AACHEN, GERMANY

来源：

JOURNAL OF APPLIED PROBABILITY | 1993年 / 30卷 / 04期

关键词：

KRAWTCHOUK POLYNOMIALS;

D O I：

10.2307/3214525

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A two-parameter Ehrenfest urn model is derived according to the approach taken by Karlin and McGregor [7] where Krawtchouk polynomials are used. Furthermore, formulas for the mean passage times of finite homogeneous Markov chains with general tridiagonal transition matrices are given. In the special case of the Ehrenfest model they have quite a different structure as compared with those of Blom [2] or Kemperman [9].

引用

页码：964 / 970

页数：7