Waiting time problems in a two-state Markov chain

DOI10.1023/A:1017537629251zbMath0989.60018OpenAlexW2063753539MaRDI QIDQ5936214

Sigeo Aki, Qing Han

Publication date: 29 July 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017537629251

zbMATH Keywords

computer algebra systemsMarkov chain imbedding techniqueprobability generating functions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items (8)

Joint distributions of runs in a sequence of higher-order two-state Markov trials ⋮ Oscillation properties of expected stopping times and stopping probabilities for patterns consisting of consecutive states in Markov chains ⋮ Markovian start-up demonstration tests with rejection of units upon observing \(d\) failures. ⋮ On the joint distribution of success runs of several lengths in the sequence of MBT and its applications ⋮ Stopping Probabilities for Patterns in Markov Chains ⋮ Waiting time distributions of simple and compound patterns in a sequence of \(r\)th order Markov dependent multi-state trials ⋮ On Generating Functions of Waiting Times and Numbers of Occurrences of Compound Patterns in a Sequence of Multistate Trials ⋮ Waiting Times and Number of Appearances of Runs: A Unified Approach

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