Waiting time distributions of runs in higher order Markov chains

2004 ◽  
Vol 56 (2) ◽  
pp. 317-349 ◽  
Author(s):  
Anish Sarkar ◽  
Kanwar Sen ◽  
Anuradha
2006 ◽  
Vol 43 (01) ◽  
pp. 127-140 ◽  
Author(s):  
Joseph Glaz ◽  
Martin Kulldorff ◽  
Vladimir Pozdnyakov ◽  
J. Michael Steele

Methods using gambling teams and martingales are developed and applied to find formulae for the expected value and the generating function of the waiting time to observation of an element of a finite collection of patterns in a sequence generated by a two-state Markov chain of first, or higher, order.


2006 ◽  
Vol 43 (1) ◽  
pp. 127-140 ◽  
Author(s):  
Joseph Glaz ◽  
Martin Kulldorff ◽  
Vladimir Pozdnyakov ◽  
J. Michael Steele

Methods using gambling teams and martingales are developed and applied to find formulae for the expected value and the generating function of the waiting time to observation of an element of a finite collection of patterns in a sequence generated by a two-state Markov chain of first, or higher, order.


Author(s):  
Katherine Skalak ◽  
◽  
James Pizzuto ◽  
Diana Karwan ◽  
Adam Benthem ◽  
...  

2019 ◽  
Vol 1 (3) ◽  
Author(s):  
Máté Jenei ◽  
Elina Potanina ◽  
Ruichen Zhao ◽  
Kuan Y. Tan ◽  
Alessandro Rossi ◽  
...  

2005 ◽  
Vol 94 (10) ◽  
Author(s):  
Mattias Lindman ◽  
Kristin Jonsdottir ◽  
Roland Roberts ◽  
Björn Lund ◽  
Reynir Bödvarsson

2000 ◽  
Vol 113 (24) ◽  
pp. 10867-10877 ◽  
Author(s):  
Anatoly B. Kolomeisky ◽  
Michael E. Fisher

Sign in / Sign up

Export Citation Format

Share Document