This is a preview. Log in through your library . Abstract A method used by Kac in the study of Wiener functionals is adapted to the problem of calculating in closed form the joint moment generating ...

Let P = (pjk) be the transition matrix of an ergodic, finite Markov chain with no cyclically moving sub-classes. For each possible transition (j, k), let Hjk(x) be a distribution function admitting a ...