Analysis of a two-dimensional Markov chain

Communications in Statistics Part B: Simulation and Computation

Volumn 25, Issue 1, 1996, Pages 75-79

  Prabhu, Sharad S ^a   Runger, George C ^b  

^a SAS INSTITUTE INC   (United States)

^b UNIVERSITY OF MARYLAND   (United States)

Author keywords

Average run length; Fundamental matrix; Mean time until absorption

Indexed keywords

EID: 1542638484     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610919608813299     Document Type: Article

References (4)

1. Brook, D. and Evans, D. A. (1972). "An Approach to the Probability Distribution of Cusum Run Length". Biometrika 59, 539-549.
2. Neuts, M. F. (1981). Matrix-Geometric Solutions in Stochastic Models. Baltimore: Hopkins University Press.
3. Ross, S. M. (1983). Stochastic Processes. New York: John Wiley.
4. Runger, G. C. and Prabhu, S. S. (1994). "Run Length Analysis for Multivariate Statistical Process Control". Submitted for publication.