Patterns generated by mth-order Markov chains

DOI10.1016/J.SPL.2010.03.011MaRDI QIDQ984004zbMATH OpenOpenAlexFDO

Authors Evan Fisher, Shiliang Cui

Publication date 13 July 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.03.011

zbMATH Keywords

high-order Markov chainpatternwaiting time

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes (60J99)

Review text

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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Cites work

• A martingale approach to the study of occurrence of sequence patterns in repeated experiments
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• scientific article; zbMATH DE number 5819433 (Why is no real title available?)
• scientific article; zbMATH DE number 54039 (Why is no real title available?)
• On occurrence of patterns in Markov chains: Method of gambling teams
• On occurrence of subpattern and method of gambling teams
• Probability with Martingales
• The occurrence of sequence patterns in ergodic Markov chains
• The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain
• Waiting time distributions of simple and compound patterns in a sequence of \(r\)th order Markov dependent multi-state trials

Cited in

(7)

• Hitting times of sequences
• Waiting times and stopping probabilities for patterns in Markov chains
• Cover times for Markov-generated binary sequences of length two
• Oscillation properties of expected stopping times and stopping probabilities for patterns consisting of consecutive states in Markov chains
• A note on the gambling team method
• On the first occurrence of a given pattern in a semi-Markov process
• scientific article; zbMATH DE number 2134172 (Why is no real title available?)

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