{
  "id": "1602.06512",
  "version": "v1",
  "published": "2016-02-21T08:25:51.000Z",
  "updated": "2016-02-21T08:25:51.000Z",
  "title": "Waiting times and stopping probabilities for patterns in Markov chains",
  "authors": [
    "Minzhi Zhao",
    "Dong Xu"
  ],
  "comment": "18 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-02-21T08:25:51.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J10"
    ],
    "keywords": [
      "markov chain",
      "stopping probabilities",
      "finite collection",
      "mean waiting time",
      "first appears"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 18,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}