Author:
Glaz Joseph,Kulldorff Martin,Pozdnyakov Vladimir,Steele J. Michael
Abstract
Methods using gambling teams and martingales are developed and applied to find formulae for the expected value and the generating function of the waiting time to observation of an element of a finite collection of patterns in a sequence generated by a two-state Markov chain of first, or higher, order.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
20 articles.
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