IDEAS home Printed from https://ideas.repec.org/a/spr/metcap/v15y2013i2d10.1007_s11009-011-9268-1.html
   My bibliography  Save this article

On Finite Markov Chain Imbedding and Its Applications

Author

Listed:
  • Tung-Lung Wu

    (University of Manitoba)

Abstract

The finite Markov Chain Imbedding technique has been successfully applied in various fields for finding the exact or approximate distributions of runs and patterns under independent and identically distributed or Markov dependent trials. In this paper, we derive a new recursive equation for distribution of scan statistic using the finite Markov chain imbedding technique. We also address the problem of obtaining transition probabilities of the imbedded Markov chain by introducing a notion termed Double Finite Markov Chain Imbedding where transition probabilities are obtained by using the finite Markov chain imbedding technique again. Applications for random permutation model in chemistry and coupon collector’s problem are given to illustrate our idea.

Suggested Citation

  • Tung-Lung Wu, 2013. "On Finite Markov Chain Imbedding and Its Applications," Methodology and Computing in Applied Probability, Springer, vol. 15(2), pages 453-465, June.
  • Handle: RePEc:spr:metcap:v:15:y:2013:i:2:d:10.1007_s11009-011-9268-1
    DOI: 10.1007/s11009-011-9268-1
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11009-011-9268-1
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11009-011-9268-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. James Fu, 1995. "Exact and limiting distributions of the number of successions in a random permutation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(3), pages 435-446, September.
    2. Fu, James C. & Lou, W. Y. Wendy & Wang, Yueh-Jir, 1999. "On the exact distributions of Eulerian and Simon Newcomb numbers associated with random permutations," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 115-125, April.
    3. Yung-Ming Chang & Tung-Lung Wu, 2011. "On Average Run Lengths of Control Charts for Autocorrelated Processes," Methodology and Computing in Applied Probability, Springer, vol. 13(2), pages 419-431, June.
    4. Brad C. Johnson & Thomas M. Sellke, 2010. "On the Number of i.i.d. Samples Required to Observe All of the Balls in an Urn," Methodology and Computing in Applied Probability, Springer, vol. 12(1), pages 139-154, March.
    5. Johnson, Brad C. & Fu, James C., 2000. "The distribution of increasing l-sequences in random permutations: a Markov chain approach," Statistics & Probability Letters, Elsevier, vol. 49(4), pages 337-344, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wang, Xiaoyue & Zhao, Xian & Wang, Siqi & Sun, Leping, 2020. "Reliability and maintenance for performance-balanced systems operating in a shock environment," Reliability Engineering and System Safety, Elsevier, vol. 195(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Johnson, Brad C., 2002. "The distribution of increasing 2-sequences in random permutations of arbitrary multi-sets," Statistics & Probability Letters, Elsevier, vol. 59(1), pages 67-74, August.
    2. James C. Fu, 2012. "On the Distribution of the Number of Occurrences of an Order-Preserving Pattern of Length Three in a Random Permutation," Methodology and Computing in Applied Probability, Springer, vol. 14(3), pages 831-842, September.
    3. Johnson, Brad C. & Fu, James C., 2000. "The distribution of increasing l-sequences in random permutations: a Markov chain approach," Statistics & Probability Letters, Elsevier, vol. 49(4), pages 337-344, October.
    4. Yu-Fei Hsieh & Tung-Lung Wu, 2013. "Recursive equations in finite Markov chain imbedding," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(3), pages 513-527, June.
    5. Lin, Cong & Zeng, Zhaoyang & Zhou, Yan & Xu, Ming & Ren, Zhanyong, 2019. "A lower bound of reliability calculating method for lattice system with non-homogeneous components," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 36-46.
    6. James C. Fu & Yu-Fei Hsieh, 2015. "On the Distribution of the Length of the Longest Increasing Subsequence in a Random Permutation," Methodology and Computing in Applied Probability, Springer, vol. 17(2), pages 489-496, June.
    7. Hsing-Ming Chang & James C. Fu, 2022. "On Distribution and Average Run Length of a Two-Stage Control Process," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 2723-2742, December.
    8. James C. Fu & Wan-Chen Lee & Hsing-Ming Chang, 2023. "On Distribution of the Number of Peaks and the Euler Numbers of Permutations," Methodology and Computing in Applied Probability, Springer, vol. 25(2), pages 1-13, June.
    9. Jungtaek Oh & Christian H. Weiß, 2020. "On the Individuals Chart with Supplementary Runs Rules under Serial Dependence," Methodology and Computing in Applied Probability, Springer, vol. 22(3), pages 1257-1273, September.
    10. Jingwen Lu & He Yi & Xiang Li & Narayanaswamy Balakrishnan, 2023. "Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-26, March.
    11. Koutras, M. V. & Alexandrou, V. A., 1997. "Non-parametric randomness tests based on success runs of fixed length," Statistics & Probability Letters, Elsevier, vol. 32(4), pages 393-404, April.
    12. James C. Fu & Wan-Chen Lee, 2017. "On coupon collector’s and Dixie cup problems under fixed and random sample size sampling schemes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(5), pages 1129-1139, October.
    13. Yin, Juan & Cui, Lirong & Balakrishnan, Narayanaswamy, 2022. "Reliability of consecutive-(k,l)-out-of-n: F systems with shared components under non-homogeneous Markov dependence," Reliability Engineering and System Safety, Elsevier, vol. 224(C).
    14. Fu, James C. & Lou, W. Y. Wendy & Wang, Yueh-Jir, 1999. "On the exact distributions of Eulerian and Simon Newcomb numbers associated with random permutations," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 115-125, April.
    15. Brad C. Johnson, 2001. "Distribution of Increasing ℓ-sequences in a Random Permutation," Methodology and Computing in Applied Probability, Springer, vol. 3(1), pages 35-49, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:15:y:2013:i:2:d:10.1007_s11009-011-9268-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.