Sooner and later waiting time problems for patterns in Markov dependent trials

Author:

Han Qing,Hirano Katuomi

Abstract

In this paper, we investigate sooner and later waiting time problems for patterns S 0 and S 1 in multistate Markov dependent trials. The probability functions and the probability generating functions of the sooner and later waiting time random variables are studied. Further, the probability generating functions of the distributions of distances between successive occurrences of S 0 and between successive occurrences of S 0 and S 1 and of the waiting time until the rth occurrence of S 0 are also given.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

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