On some statistics connected with runs in Markov chains-Reference-Cited by-同舟云学术

On some statistics connected with runs in Markov chains

Published:1988-12 Issue:4 Volume:25 Page:815-821
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Banjević Dragan

Abstract

We consider a class of statistics connected with the history of a Markov chain before the first occurrence of certain runs. Methods for deriving generating functions, distributions and moments of the statistics considered are given. In the case of i.i.d. random variables, explicit formulas are derived.

Publisher

Cambridge University Press (CUP)

Subject

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

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