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dc.contributor.authorDette, Holger-
dc.contributor.authorReuther, Bettina-
dc.contributor.authorStudden, W. J.-
dc.contributor.authorZygmunt, M.-
dc.date.accessioned2005-10-12T06:59:06Z-
dc.date.available2005-10-12T06:59:06Z-
dc.date.issued2005-10-12T06:59:06Z-
dc.identifier.urihttp://hdl.handle.net/2003/21653-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-1039-
dc.description.abstractIn this paper we study the connection between matrix measures and random walks with a tridiagonal block transition matrix. We derive sufficient conditions such that the blocks of the n-step transition matrix of the Markov chain can be represented as integrals with respect to a matrix valued spectral measure. Several stochastic properties of the processes are characterized by means of this matrix measure. In many cases this measure is supported in the interval [−1, 1]. The results are illustrated by several examples including random walks on a grid and the embedded chain of a queuing system.en
dc.format.extent395871 bytes-
dc.format.extent586752 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/postscript-
dc.language.isoen-
dc.subjectblock tridiagonal transition matrixen
dc.subjectcanonical momentsen
dc.subjectChebyshev matrix polynomialsen
dc.subjectMarkov chainen
dc.subjectmatrix measureen
dc.subjectquasi birth and death processesen
dc.subjectspectral measureen
dc.subject.ddc004-
dc.titleMatrix measures and random walksen
dc.typeText-
dc.type.publicationtypereporten
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 475

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