arXiv:1602.06512 Abstract | arXiv Analytics

arXiv:1602.06512 [math.PR]Abstract References Reviews Resources

Waiting times and stopping probabilities for patterns in Markov chains

Published 2016-02-21Version 1

Suppose that C is a finite collection of patterns. Observe a Markov chain until one of the patterns in C occurs as a run. This time is denoted by T. In this paper, we aim to give an easy way to calculate the mean waiting time E(T) and the distribution of the random pattern that first appears among all the patterns in C.

Comments: 18 pages

Categories: math.PR

Subjects: 60J10

Keywords: markov chain, stopping probabilities, finite collection, mean waiting time, first appears

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