A NEW LOOK AT THE MORAN DAM
Autor(en): | STADJE, W | Stichwörter: | BOUNDARY CROSSING PROBABILITY; GEOMETRIC ERGODICITY; Mathematics; STATIONARY DISTRIBUTION; Statistics & Probability | Erscheinungsdatum: | 1993 | Herausgeber: | APPLIED PROBABILITY TRUST | Journal: | JOURNAL OF APPLIED PROBABILITY | Volumen: | 30 | Ausgabe: | 2 | Startseite: | 489 | Seitenende: | 495 | Zusammenfassung: | For the original Moran dam with independent and identically distributed inputs a representation of the stationary distribution is given which readily provides a geometric rate of convergence to this distribution. For the integer-valued case the stationary distribution can be expressed in terms of simple boundary crossing probabilities for the underlying random walk. |
ISSN: | 00219002 | DOI: | 10.2307/3214860 |
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geprüft am 06.05.2024