On sooner and later waiting time distributions associated with simple patterns in a sequence of bivariate trials (Q479488)

The authors consider the simple patterns in a sequence of bivariate trials and study the sooner/later waiting time problems for them. They begin by considering the sooner waiting time until the first occurrences of the events among the \(\nu\) and \(\mu\) events are observed for the first time. They show that the double generating function of the sooner waiting time can be presented as a function of the double generating functions of the numbers of patterns. Also, they show that the double generating function of the tail probability can be expressed as a function of the double generating function of the numbers of patterns. In Section 4, an algorithm for numerical evaluation of the probability functions of waiting times is presented. At the end of the paper, possible applications of the sooner/later waiting time problems are presented through examples.