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Let {Xi, i 1} denote a sequence of variables that take values in {0, 1} and suppose that the sequence forms a Markov chain with transition matrix P and with initial distribution (q, p) = (P (X1 = 0), P (X1 = 1)). Several authors have studied the quantities Sn, Y (r) and AR(n), where Sn = ∑n i=1 Xi denotes the number of successes, where Y (r) denotes the number of experiments up to the r-th succ...
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ژورنال
عنوان ژورنال: Publications de l'Institut Mathematique
سال: 2008
ISSN: 0350-1302,1820-7405
DOI: 10.2298/pim0897027o