On occurrence of patterns in Markov chains: Method of gambling teams
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.
Year of publication: |
2008
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Authors: | Pozdnyakov, Vladimir |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 16, p. 2762-2767
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Publisher: |
Elsevier |
Saved in:
Online Resource
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