2.3.1.3 Generating function

Theorem 2.2.5 yields that for every c02-math-0570 the functions c02-math-0571 and c02-math-0572 and c02-math-0573 satisfy

with boundary conditions c02-math-0575 and c02-math-0576, c02-math-0577 and c02-math-0578, and c02-math-0579, respectively. The characteristic polynomial for this second-order linear recursion is

equation

We avoid treating separately the cases c02-math-0581 and by considering first ...

Get Markov Chains: Analytic and Monte Carlo Computations now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.