On the Fibonacci Markov chains

Abstract

We arc concerned here with properties of the Markov chains associated to some finite order linear recursive sequences of nonnegative coefficients. The stochastic matrix formulation of these sequences permits to go thoroughly into their connection with the discrete parameter Markov chains theory, which give arise to some results of convergence. Moreover, we compute the generating function of the random variable defining the time of absorption of a stochastic process, of finite set of transient states, by a class of recurrent states.