Abstract
For the original Moran dam with independent and identically distributed inputs a representation of the stationary distribution is given which readily provides a geometric rate of convergence to this distribution. For the integer-valued case the stationary distribution can be expressed in terms of simple boundary crossing probabilities for the underlying random walk.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
2 articles.
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