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

generating functionmartingalesuccess 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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Cites work

• A martingale approach to scan statistics
• A martingale approach to the study of occurrence of sequence patterns in repeated experiments
• Distribution of the scan statistic for a sequence of bistate trials
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• Explicit distributional results in pattern formation
• How many random digits are required until given sequences are obtained?
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Markov renewal processes, counters and repeated sequences in Markov chains
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• On some waiting time problems
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• Renewal theory for several patterns
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• Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials
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• The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain
• 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 subpattern and method of gambling teams
• Waiting times and 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
• A note on the gambling team method
• A note on occurrence of gapped patterns in i.i.d. Sequences
• First passage time in Markov chains and in random walks on countable abelian groups
• Stopping Probabilities for Patterns in Markov Chains
• Waiting Times for Patterns and a Method of Gambling Teams
• Pattern Markov Chains: Optimal Markov Chain Embedding Through Deterministic Finite Automata
• Predictive control of linear discrete-time Markovian jump systems by learning recurrent patterns
• On occurrence of patterns in Markov chains: Method of gambling teams
• Patterns generated by \(m\)th-order Markov chains

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