Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains

DOI10.1239/JAP/1143936248MaRDI QIDQ5488994zbMATH OpenOpenAlexWikidataFDO

Authors Joseph Glaz, M. Kulldorff, V. Pozdnyakov, J. Michael Steele

Publication date 25 September 2006

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.jap/1143936248

zbMATH Keywords

martingalegenerating functionsuccess run

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• Waiting Times for Patterns and a Method of Gambling Teams
• Waiting times for patterns in a sequence of multistate trials

Cited in

(12)

• On occurrence of patterns in Markov chains: Method of gambling teams
• Stopping Probabilities for Patterns in Markov Chains
• First passage time in Markov chains and in random walks on countable abelian groups
• Pattern Markov Chains: Optimal Markov Chain Embedding Through Deterministic Finite Automata
• 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
• Waiting Times for Patterns and a Method of Gambling Teams
• A note on the gambling team method
• A note on occurrence of gapped patterns in i.i.d. Sequences
• On occurrence of subpattern and method of gambling teams
• Waiting times and stopping probabilities for patterns in Markov chains
• Predictive control of linear discrete-time Markovian jump systems by learning recurrent patterns

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