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Chaînes colorées: trois extensions d'une formule de P. Nelson

Published online by Cambridge University Press:  14 July 2016

Gérard Letac
Gérard Letac*
Affiliation:
Université Paul Sabatier, Toulouse
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Abstract

Nelson [9], [10] has computed the generating function of return probabilities to the initial state for a particular Markov chain on permutations of three objects. The formula obtained is

The present paper studies three distinct Markov chains generalizing the Nelson chain: the so-called three-coloured chain, with some birth-and-death processes on ℤ as a particular case, a chain on a graph close to the graph of the edges of a cube, and the daisy library. Two other themes piece together these chains: the notion of coloured chain and the technique of computation by additive processes.

Keywords

MARKOV CHAINSSEMI-MARKOV PROCESSESCOLOURED GRAPHSBIRTH-AND-DEATH PROCESSES
Type
Research Papers
Information
Journal of Applied Probability , Volume 15 , Issue 2 , June 1978 , pp. 321 - 339
Copyright
Copyright © Applied Probability Trust 1978 

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References

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