Analysis of a two-dimensional markov chain

DOI10.1080/03610919608813299zbMATH Open0875.60013OpenAlexW2051232332MaRDI QIDQ5283880FDOQ5283880

Authors: Sharad S. Prabhu, George Runger 

Publication date: 30 January 1997

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919608813299

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Probabilistic methods, stochastic differential equations (65C99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• An approach to the probability distribution of cusum run length

Cited In (1)

• On the performance of combinedEWMAschemes forμandσ: a markovian approach

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