Waiting time problems in a two-state Markov chain (Q5936214): Difference between revisions

Let \(F_0\) be the event that \(l_0\) \(0\)-runs of length \(k_0\) occur and let \(F_1\) be the event that \(l_1\) \(0\)-runs of length \(k_1\) occur in a two-state Markov chain. The authors employ a combinatorial method and the Markov chain imbedding technique to derive explicit formulas for the probability generating functions (pgf's) of the sooner and later waiting times (\(W_{\text{S}}\) and \(W_{\text{L}}\)) between \(F_0\) and \(F_1\). Their present results generalize results of their own [ibid. 51, No. 3, 419-447 (1999; Zbl 0961.60029)], results of \textit{D. Antzoulakos} and \textit{A. Philippou} [ibid. 49, No. 3, 531-539 (1997)] and results of \textit{K. Balasubramanian}, \textit{R. Viveros} and \textit{N. Balakrishnan} [Stat. Probab. Lett. 18, No. 2, 153-161 (1993; Zbl 0783.60012)]. As they state, the probability distribution functions (pdf's) of \(W_{\text{S}}\) and \(W_{\text{L}}\) may be obtained by expanding their pgf's. They also note that their results are suitable for numerical and symbolic calculations by computer algebra systems, and, using Mapple V, graph the pdf's of \(W_{\text{S}}\) and \(W_{\text{L}}\) for \(l_0= 3\), \(k_0= 2\), \(l_1= 2\), \(k_1= 3\) and \(p_0= 0.5\), \(p_{00}= 0.35\), \(p_{10}= 0.6\).