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The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain

dc.contributor.authorGerber, Hans U.en_US
dc.contributor.authorLi, Shuo-Yen Roberten_US
dc.date.accessioned2006-04-07T18:08:26Z
dc.date.available2006-04-07T18:08:26Z
dc.date.issued1981-03en_US
dc.identifier.citationGerber, Hans U., Li, Shuo-Yen Robert (1981/03)."The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain." Stochastic Processes and their Applications 11(1): 101-108. <http://hdl.handle.net/2027.42/24435>en_US
dc.identifier.urihttp://www.sciencedirect.com/science/article/B6V1B-45FCT3S-1G/2/72ba61b1b2a314d65119b8c47adc0059en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/24435
dc.description.abstractA martingale argument is used to derive the generating function of the number of i.i.d. experiments it takes to observe a given string of outcomes for the first time. Then, a more general problem can be studied: How many trials does it take to observe a member of a finite set of strings for the first time? It is shown how the answer can be obtained within the framework of hitting times in a Markov chain. For these, a result of independent interest is derived.en_US
dc.format.extent797471 bytes
dc.format.extent3118 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherElsevieren_US
dc.titleThe occurrence of sequence patterns in repeated experiments and hitting times in a Markov chainen_US
dc.typeArticleen_US
dc.rights.robotsIndexNoFollowen_US
dc.subject.hlbsecondlevelStatistics and Numeric Dataen_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbtoplevelSocial Sciencesen_US
dc.subject.hlbtoplevelScienceen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumDepartment of Mathematics, University of Michigan, Ann Arbor, MI 48109, U.S.A.en_US
dc.contributor.affiliationotherDepartment of Mathematics, University of Illinois at Chicago Circle, Chicago, IL 60680, U.S.A.en_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/24435/1/0000708.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1016/0304-4149(81)90025-9en_US
dc.identifier.sourceStochastic Processes and their Applicationsen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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