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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