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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