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

DOI10.2307/3215263zbMath0851.60008OpenAlexW2320362999MaRDI QIDQ4877403

Dragan Banjevic

Publication date: 12 May 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215263

zbMATH Keywords

waiting timeMarkov chainsequence patterns

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

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