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Waiting Time Distributions of Simple and Compound Patterns in a Sequence of r-th Order Markov Dependent Multi-state Trials

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  • James Fu
  • W. Lou

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  • James Fu & W. Lou, 2006. "Waiting Time Distributions of Simple and Compound Patterns in a Sequence of r-th Order Markov Dependent Multi-state Trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(2), pages 291-310, June.
    • Handle: RePEc:spr:aistmt:v:58:y:2006:i:2:p:291-310
    DOI: 10.1007/s10463-006-0038-8
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    References listed on IDEAS

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    1. Sigeo Aki & Katuomi Hirano, 1999. "Sooner and Later Waiting Time Problems for Runs in Markov Dependent Bivariate Trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 17-29, March.
    2. Qing Han & Sigeo Aki, 2000. "Sooner and Later Waiting Time Problems Based on a Dependent Sequence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(3), pages 407-414, September.
    3. M. Koutras & V. Alexandrou, 1995. "Runs, scans and URN model distributions: A unified Markov chain approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(4), pages 743-766, December.
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    Cited by:

    1. Yung-Ming Chang & James Fu & Han-Ying Lin, 2012. "Distribution and double generating function of number of patterns in a sequence of Markov dependent multistate trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(1), pages 55-68, February.
    2. Pozdnyakov, Vladimir, 2008. "On occurrence of patterns in Markov chains: Method of gambling teams," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2762-2767, November.
    3. Fisher, Evan & Cui, Shiliang, 2010. "Patterns generated by -order Markov chains," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1157-1166, August.
    4. James C. Fu & W. Y. Wendy Lou, 2007. "On the Normal Approximation for the Distribution of the Number of Simple or Compound Patterns in a Random Sequence of Multi-state Trials," Methodology and Computing in Applied Probability, Springer, vol. 9(2), pages 195-205, June.

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