The occurrence of sequence patterns in ergodic Markov chains
This paper continues a recent line of investigation concerning the expected waiting time for the first occurrence of a fixed finite pattern in a sequence of observations \(Z_ 1,Z_ 2,..\). of i.i.d. discrete random variables. The author extends this work by allowing the successive observations to be generated by an ergodic Markov chain. In earlier work on this topic, \textit{G. Blom} [J. Appl. Probab. 19, 136-143 (1982; Zbl 0482.60012)] used renewal theory arguments and \textit{S.-Y. R. Li} [Ann. Probab. 8, 1171-1176 (1980; Zbl 0447.60006)] used a stopping time identity for martingales. The author uses the occupation measure identity for Markov chains to obtain his generalization.
- A martingale approach to the study of occurrence of sequence patterns in repeated experiments
- A Note on Runs
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- Occupation measures for Markov chains
- On the mean number of random digits until a given sequence occurs
- The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain
- Hitting times of sequences
- A limit theorem on the number of overlapping appearances of a pattern in a sequence of independent trials
- On patterns in sequences of random events
- Characterizing Markov exchangeable sequences
- On pattern occurrences in a random text
- 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
- On the first occurrence of a given pattern in a semi-Markov process
- On the First k Moments of the Random Count of a Pattern in a Multistate Sequence Generated by a Markov Source
- scientific article; zbMATH DE number 2134172 (Why is no real title available?)
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- Recursive relations for the distribution of waiting times in a Markov chain
- Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains
- Sooner and later waiting time problems for Markovian Bernoulli trials
- Patterns generated by \(m\)th-order Markov chains
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