Wall and Siegmund Duality Relations for Birth and Death Chains with Reflecting Barrier

Journal of Theoretical Probability

Volumn 10, Issue 2, 1997, Pages 349-374

  Dette, Holger ^a   Fill, James Allen ^b   Pitman, Jim ^c   Studden, William J ^d  

^a RUHR UNIVERSITY BOCHUM   (Germany)

^b JOHNS HOPKINS UNIVERSITY   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

^d PURDUE UNIVERSITY   (United States)

Author keywords

Birth and death chain; Canonical moments; Continued fraction; Duality; Random walk

Indexed keywords

EID: 0031517811     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022660400024     Document Type: Article

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