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Recursive relations for the distribution of waiting times in a Markov chain

Part of: Combinatorial probability Markov processes Stochastic processes

Published online by Cambridge University Press:  14 July 2016

Dragan Banjevic
Dragan Banjevic*
Affiliation:
University of Toronto
*
∗Postal address: Department of Statistics, University of Toronto, 100 St. George Street, Toronto, M5S 1A1, Canada.
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Abstract

A Markov chain is used as a model for a sequence of random experiments. The waiting time for sequence patterns is considered. Recursive-type relations for the distribution of waiting times are obtained.

Keywords

SEQUENCE PATTERNSWAITING TIMEFIRST APPEARANCE

MSC classification

Primary: 60C05: Combinatorial probability
Secondary: 60G40: Stopping times; optimal stopping problems; gambling theory 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Type
Research Papers
Information
Journal of Applied Probability , Volume 33 , Issue 1 , March 1996 , pp. 48 - 56
Copyright
Copyright © Applied Probability Trust 1996 

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Footnotes

The author is a visiting professor at the University of Toronto.

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