Waiting times and stopping probabilities for patterns in Markov chains

DOI10.1007/S11766-018-3522-ZMaRDI QIDQ1747367zbMATH OpenOpenAlexFDO

Authors Minzhi Zhao, Dong Xu, Huizeng Zhang

Publication date 8 May 2018

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1602.06512

zbMATH Keywords

Markov chainpatternwaiting timestopping probability

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)

Abstract: Suppose that $mathcalC$ is a finite collection of patterns. Observe a Markov chain until one of the patterns in $mathcalC$ occurs as a run. This time is denoted by $au$. In this paper, we aim to give an easy way to calculate the mean waiting time $E(au)$ and the stopping probabilities $P(au=a{u}_A)$ with $AinmathcalC$, where $a{u}_A$ is the waiting time until the pattern $A$ appears as a run.

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Cites work

• A martingale approach to the study of occurrence of sequence patterns in repeated experiments
• Double-scan statistics
• Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains
• On occurrence of patterns in Markov chains: Method of gambling teams
• On probability generating functions for waiting time distributions of compound patterns in a sequence of multistate trials
• Pattern matching probabilities and paradoxes as a new variation on Penney's coin game
• Stopping Probabilities for Patterns in Markov Chains
• String overlaps, pattern matching, and nontransitive games
• The Occurrence of Sequence Patterns in Repeated Dependent Experiments
• The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain

Cited in

(7)

• Stopping Probabilities for Patterns in Markov Chains
• Oscillation properties of expected stopping times and stopping probabilities for patterns consisting of consecutive states in Markov chains
• Patterns generated by \(m\)th-order Markov chains
• The occurrence of sequence patterns in ergodic Markov chains
• scientific article; zbMATH DE number 6719657 (Why is no real title available?)
• Computing the pattern waiting time: a revisit of the intuitive approach
• scientific article; zbMATH DE number 2134172 (Why is no real title available?)

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