On Occurrence of Patterns in Markov Chains: Method of Gambling Teams
نویسنده
چکیده
A new martingale technique is developed to find formulas for the first two moments and generating function of the waiting time until one observes an element of a finite collection of patterns in a finite multi-state Markov chain.
منابع مشابه
Gambling Teams and Waiting times for Patterns in Two-state Markov Chains
Methods using gambling teams and martingales are developed and applied to find formulas for the expected value and the generating function of the waiting time until observes one of the elements of a finite collection of patterns in a sequence which is generated by a two-state Markov chain. (Keywords: Gambling, teams, waiting times, patterns, success runs, failure runs, Markov chains, martingale...
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