On finite Markov chain imbedding and its applications

DOI10.1007/S11009-011-9268-1MaRDI QIDQ352896zbMATH OpenOpenAlexFDO

Authors Tung-Lung Wu

Publication date 5 July 2013

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-011-9268-1

zbMATH Keywords

transition matrixrandom permutationscan statisticfinite Markov chain imbedding

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 947423 (Why is no real title available?)
• scientific article; zbMATH DE number 7750442 (Why is no real title available?)
• A Random Permutation Model Arising in Chemistry
• Distribution Theory of Runs: A Markov Chain Approach
• Distribution of the scan statistic for a sequence of bistate trials
• Distribution theory of runs and patterns and its applications. A finite Markov chain imbedding approach
• Exact and limiting distributions of the number of successions in a random permutation
• Linear and nonlinear boundary crossing probabilities for Brownian motion and related processes
• On average run lengths of control charts for autocorrelated processes
• On the exact distributions of Eulerian and Simon Newcomb numbers associated with random permutations
• On the number of i.i.d. samples required to observe all of the balls in an urn
• The distribution of increasing \(l\)-sequences in random permutations: A Markov chain approach

Cited in

(9)

• The model-specific Markov embedding problem for symmetric group-based models
• Pattern Markov Chains: Optimal Markov Chain Embedding Through Deterministic Finite Automata
• Distribution theory of runs and patterns and its applications. A finite Markov chain imbedding approach
• On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains
• Infinitely divisible nonnegative matrices, \(M\)-matrices, and the embedding problem for finite state stationary Markov chains
• Reliability analysis of \(k\)-out-of-\(n\):F balanced systems with multiple functional sectors
• Approximations of distributions of scan statistics of inhomogeneous Poisson processes
• Detection of embeddings in binary Markov chains
• A filtering technique for Markov chains with applications to spectral embedding

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