Waiting times and stopping probabilities for patterns in Markov chains

DOI10.1007/S11766-018-3522-ZzbMATH Open1399.60124arXiv1602.06512OpenAlexW2286237953MaRDI QIDQ1747367FDOQ1747367

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)

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.

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

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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)

Cites Work

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

Cited In (5)

• Title not available (Why is that?)
• The occurrence of sequence patterns in ergodic Markov chains
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