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Stopping Probabilities for Patterns in Markov Chains
Published online by Cambridge University Press: 30 January 2018
Abstract
Consider a sequence of Markov-dependent trials where each trial produces a letter of a finite alphabet. Given a collection of patterns, we look at this sequence until one of these patterns appears as a run. We show how the method of gambling teams can be employed to compute the probability that a given pattern is the first pattern to occur.
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- Research Article
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- Copyright
- © Applied Probability Trust
Footnotes
Research supported by FAPESP fellowship 2012/01432-9.
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