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On some statistics connected with runs in Markov chains

Published online by Cambridge University Press:  14 July 2016

Dragan Banjević
Dragan Banjević*
Affiliation:
University of Belgrade
*
∗Postal address: Institut za Matematiku, Pirodno-matematički fakultet, Studentski trg 16, 11000 Belgrade, Yugoslavia.
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Abstract

We consider a class of statistics connected with the history of a Markov chain before the first occurrence of certain runs. Methods for deriving generating functions, distributions and moments of the statistics considered are given. In the case of i.i.d. random variables, explicit formulas are derived.

Keywords

SEQUENCE PATTERNSWAITING TIMESTOPPING TIMEOCCURRENCE OF RUNS
Type
Short Communications
Information
Journal of Applied Probability , Volume 25 , Issue 4 , December 1988 , pp. 815 - 821
Copyright
Copyright © Applied Probability Trust 1988 

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