Gambling Teams and Waiting times for Patterns in Two-state Markov Chains
نویسندگان
چکیده
Methods using gambling teams and martingales are developed and applied to find formulas for the expected value and the generating function of the waiting time until observes one of the elements of a finite collection of patterns in a sequence which is generated by a two-state Markov chain. (Keywords: Gambling, teams, waiting times, patterns, success runs, failure runs, Markov chains, martingales, stopping times, generating functions. Mathematics Subject Classification (2000): Primary 60J10, Secondary 60G42)
منابع مشابه
On Occurrence of Patterns in Markov Chains: Method of Gambling Teams
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تاریخ انتشار 2003