On geometric distributions of order \((k_ 1,\dots ,k_ m)\) (Q908613)

The author derives an extension of the geometric distribution of order k with parameter p of the reviewer, \textit{C. Georghiou} and \textit{G. N. Philippou} [ibid. 1, No.4, 171-175 (1983; Zbl 0517.60010)] to the geometric distribution of order ḵ\(=(k_ 1,...,k_ m)\) with parameter \b{p}\(=(p_ 1,...,p_ m)\) as follows. Setting \[ (k_ 1,...,k_{m-t})=(k_ 1,...,k_{m-t},\infty,...,\infty)\quad (t\quad times\quad \infty) \] and denoting by Z and Z(m), respectively, the set of all positive integers and the set of all positive integers less than or equal to m, he considers a sequence of independent rvs \(X_ i\) (i\(\in Z)\) distributed identically as X with probability function \(P(X=j)=p_ j>0\) \((p_ 1+...+p_ m=1)\), \(j\in Z(m)\), and denotes by \((X)_ n\) the finite subsequence \((X_ 1,...,X_ n)\). Finally, denoting by x(t) a run of x's of length t, i.e. \(x(t)=(x_ 1,...,x_ t)\) with \(x_ i=x\) \((i=1,...,t)\), the author defines the rv N(m;ḵ) as the smallest integer, such that a run in the set \(\{x(k_ x)|\) \(x=1,...,m\}\) occurs in \((X)_{N(m;\underline k)}\). Since \(N(m;(k_ 1))\) is distributed as geometric of order \(k_ 1\) with parameter \(p_ 1\), the author calls the distribution of N(m;ḵ) geometric distribution of order ḵ with parameter \b{p}, and he derives (a) the exact probability distribution of N(2;(2,2)), as well as its probability generating function (pgf); (b) a recursive formula for the probability distribution and the exact pgf of N(m;ḵ) when ḵ\(=(k,...,k)\) (m times) and \b{p}\(=(1/m,...,1/m)\); and (c) a recursive formula for the probability distribution of N(m;ḵ) when ḵ\(=(k,...,k)\) (m-t times) and \b{p}\(=(1/m,...,1/m)\).