The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain
dc.contributor.author | Gerber, Hans U. | en_US |
dc.contributor.author | Li, Shuo-Yen Robert | en_US |
dc.date.accessioned | 2006-04-07T18:08:26Z | |
dc.date.available | 2006-04-07T18:08:26Z | |
dc.date.issued | 1981-03 | en_US |
dc.identifier.citation | Gerber, 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.uri | http://www.sciencedirect.com/science/article/B6V1B-45FCT3S-1G/2/72ba61b1b2a314d65119b8c47adc0059 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/24435 | |
dc.description.abstract | A 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.extent | 797471 bytes | |
dc.format.extent | 3118 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Elsevier | en_US |
dc.title | The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain | en_US |
dc.type | Article | en_US |
dc.rights.robots | IndexNoFollow | en_US |
dc.subject.hlbsecondlevel | Statistics and Numeric Data | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Social Sciences | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Mathematics, University of Michigan, Ann Arbor, MI 48109, U.S.A. | en_US |
dc.contributor.affiliationother | Department of Mathematics, University of Illinois at Chicago Circle, Chicago, IL 60680, U.S.A. | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/24435/1/0000708.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/0304-4149(81)90025-9 | en_US |
dc.identifier.source | Stochastic Processes and their Applications | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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