Abstract
In this paper we introduce a class of finite state Markoff chains of special structure which includes many cases of interest in applications. For these chains we will determine a full set of eigenvalues (Sections 3 and 4) and provide their probabilistic interpretations (Section 5) which in the present context is rather striking. An intrinsic characterization of these processes and some associated limit theorems will be elaborated in a separate publication (see also [4]).
Prepared under Auspices of National Institutes of Health GM 10452-01 A 1.
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Karlin, S., Mc Gregor, J. (1965). Direct Product Branching Processes and Related Induced Markoff Chains. In: Neyman, J., Le Cam, L.M. (eds) Bernoulli 1713 Bayes 1763 Laplace 1813. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-49750-6_8
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DOI: https://doi.org/10.1007/978-3-642-49750-6_8
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