Stopping Probabilities for Patterns in Markov Chains

DOI10.1239/JAP/1395771430MaRDI QIDQ5416558zbMATH OpenOpenAlexFDO

Authors R. J. Gava, Danilo Salotti

Publication date 14 May 2014

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

Full work available at URL https://projecteuclid.org/euclid.jap/1395771430

zbMATH Keywords

gambling teamMarkov chainmartingalepatternstopping probabilitystopping timewaiting time

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 the study of occurrence of sequence patterns in repeated experiments
• Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains
• How many random digits are required until given sequences are obtained?
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• On occurrence of patterns in Markov chains: Method of gambling teams
• On probability generating functions for waiting time distributions of compound patterns in a sequence of multistate trials
• Run Probabilities in Sequences of Markov-Dependent Trials
• The Occurrence of Sequence Patterns in Repeated Dependent Experiments
• The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain
• Waiting time problems in a two-state Markov chain
• Waiting Times for Patterns and a Method of Gambling Teams

Cited in

(6)

• 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
• Optimal stopping on patterns in strings generated by independent random variables
• On occurrence of patterns in Markov chains: Method of gambling teams

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