Patterns generated by \(m\)th-order Markov chains (Q984004)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Patterns generated by \(m\)th-order Markov chains |
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Patterns generated by \(m\)th-order Markov chains (English)
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13 July 2010
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The authors consider \(m\)-th order Markov chain on finite state space and obtain a closed form expression for the expected time. This result generalizes theorems of \textit{S.-Y. R. Li} [Ann. Probab. 8, 1171--1176 (1980; Zbl 0447.60006)] and \textit{R. V. Benevento} [Stochastic Processes Appl. 17, 369--373 (1984; Zbl 0535.60057)].
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high-order Markov chain
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waiting time
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pattern
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