Distribution of waiting time until the \(r\)th occurrence of a compound pattern (Q2575554)

The waiting time distributions for the \(r\)th occurrence \((r\geq 1)\) of a compound pattern with respect to a counting scheme in a sequence of Markov dependent multistate trials are investigated. A simple and general framework of finite Markov chain embedding is introduced to study the distribution of the waiting time \(W(r,A)\) which denotes the waiting to the \(r\)th occurrence of the pattern \(A\). In addition, an alternative way of finding the probability generating function is presented. There are included several examples supporting the general framework. It is recommended to mathematicians dealing with statistics.