Hostname: page-component-78c5997874-xbtfd Total loading time: 0 Render date: 2024-11-05T16:59:15.024Z Has data issue: false hasContentIssue false
  • English
  • Français

On sums of random variables defined on a two-state Markov chain

Published online by Cambridge University Press:  14 July 2016

H. J. Helgert
H. J. Helgert*
Affiliation:
Cornell Aeronautical Laboratory, Inc., Buffalo
Get access Rights & Permissions [Opens in a new window]

Extract

Assume the sequence of random variables x0, x1, x2, ··· forms a two-state, homogeneous Markov chain with transition probabilities and initial probabilities

Type
Short Communications
Information
Journal of Applied Probability , Volume 7 , Issue 3 , December 1970 , pp. 761 - 765
Copyright
Copyright © Applied Probability Trust 1970 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Kendall, M. G. (1958) The Advanced Theory of Statistics. Vol. 1. Hafner Publishing Company, New York.Google Scholar
[2] Volkov, I. S. (1958) On the distribution of sums of random variables defined on a homogeneous Markov chain with a finite number of states. Theor. Probability Appl. 3, 384–399.Google Scholar
[3] Gabriel, K. R. (1959) The distribution of the number of successes in a sequence of dependent trials. Biometrika 46, 454–460.Google Scholar
[4] Gnedenko, B. V. (1965) Lehrbuch der Wahrscheinlichkeitsrechnung. Akademie-Verlag Berlin.Google Scholar