IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v64y2023i5d10.1007_s00362-022-01351-7.html
   My bibliography  Save this article

Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ ( k 1 , k 2 , … , k l ) pattern

Author

Listed:
  • Stathis Chadjiconstantinidis

    (University of Piraeus)

  • Serkan Eryilmaz

    (Atilim University)

Abstract

For a sequence of multi-state trials with l possible outcomes denoted by $$ \left\{ 1,2,\ldots ,l\right\} $$ 1 , 2 , … , l , let E be the event that at least $$k_{1}$$ k 1 consecutive 1s followed by at least $$k_{2}$$ k 2 consecutive 2s,..., followed by at least $$k_{l}$$ k l consecutive ls. Denote by $$T_{r}$$ T r the number of trials for the rth occurrence of the event E in a sequence of multi-state trials. This paper studies the distribution of the waiting time random variable $$T_{r}$$ T r when the sequence consists of independent and identically distributed multi-state trials. In particular, distributional properties of $$ T_{r}$$ T r are examined via matrix-geometric distributions.

Suggested Citation

  • Stathis Chadjiconstantinidis & Serkan Eryilmaz, 2023. "Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ ( k 1 , k 2 , … , k l ) pattern," Statistical Papers, Springer, vol. 64(5), pages 1373-1390, October.
    • Handle: RePEc:spr:stpapr:v:64:y:2023:i:5:d:10.1007_s00362-022-01351-7
    DOI: 10.1007/s00362-022-01351-7
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00362-022-01351-7
    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/s00362-022-01351-7?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. Sigeo Aki, 2019. "Waiting time for consecutive repetitions of a pattern and related distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 307-325, April.
    2. N. Balakrishnan & S. Mohanty & S. Aki, 1997. "Start-Up Demonstration Tests Under Markov Dependence Model with Corrective Actions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 155-169, March.
    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.
    4. Demetrios Antzoulakos & Stathis Chadjiconstantinidis, 2001. "Distributions of Numbers of Success Runs of Fixed Length in Markov Dependent Trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 599-619, September.
    Full references (including those not matched with items on IDEAS)

    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. Inoue, Kiyoshi & Aki, Sigeo, 2010. "On the conditional and unconditional distributions of the number of success runs on a circle with applications," Statistics & Probability Letters, Elsevier, vol. 80(9-10), pages 874-885, May.
    2. Kiyoshi Inoue & Sigeo Aki, 2018. "Joint distributions of numbers of runs of specified lengths on directed trees," Statistical Papers, Springer, vol. 59(1), pages 249-269, March.
    3. Serkan Eryilmaz, 2005. "On the distribution and expectation of success runs in nonhomogeneous Markov dependent trials," Statistical Papers, Springer, vol. 46(1), pages 117-128, January.
    4. D. Antzoulakos & S. Bersimis & M. Koutras, 2003. "On the distribution of the total number of run lengths," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(4), pages 865-884, December.
    5. A. N. Kumar & N. S. Upadhye, 2019. "Generalizations of distributions related to ( $$k_1,k_2$$ k 1 , k 2 )-runs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(2), pages 249-268, March.
    6. M. Koutras & S. Bersimis & D. Antzoulakos, 2008. "Bivariate Markov chain embeddable variables of polynomial type," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(1), pages 173-191, March.
    7. Antzoulakos, Demetrios L. & Boutsikas, Michael V., 2007. "A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems," Statistics & Probability Letters, Elsevier, vol. 77(1), pages 32-39, January.
    8. Markos V. Koutras & Demetrios P. Lyberopoulos, 2018. "Asymptotic results for jump probabilities associated to the multiple scan statistic," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 951-968, October.
    9. Lou, W. Y. Wendy, 2003. "The exact distribution of the k-tuple statistic for sequence homology," Statistics & Probability Letters, Elsevier, vol. 61(1), pages 51-59, January.
    10. Sigeo Aki & Katuomi Hirano, 2002. "On Waiting Time for Reversed Patterns in Random Sequences," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(4), pages 713-718, December.
    11. Shinde, R.L. & Kotwal, K.S., 2006. "On the joint distribution of runs in the sequence of Markov-dependent multi-state trials," Statistics & Probability Letters, Elsevier, vol. 76(10), pages 1065-1074, May.
    12. Spiros D. Dafnis & Frosso S. Makri & Markos V. Koutras, 2021. "Generalizations of Runs and Patterns Distributions for Sequences of Binary Trials," Methodology and Computing in Applied Probability, Springer, vol. 23(1), pages 165-185, March.
    13. N. Balakrishnan & M. V. Koutras & F. S. Milienos, 2017. "On the identifiability of start-up demonstration mixture models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(4), pages 717-735, August.
    14. Kiyoshi Inoue & Sigeo Aki, 2013. "Distributions of numbers of runs and scans on directed acyclic graphs with generation," Computational Statistics, Springer, vol. 28(3), pages 1133-1150, June.
    15. Eryilmaz, Serkan, 2018. "On success runs in a sequence of dependent trials with a change point," Statistics & Probability Letters, Elsevier, vol. 132(C), pages 91-98.
    16. Sigeo Aki, 1999. "Distributions of Runs and Consecutive Systems on Directed Trees," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 1-15, March.
    17. Serkan Eryilmaz, 2018. "Stochastic Ordering Among Success Runs Statistics in a Sequence of Exchangeable Binary Trials," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 563-573, June.
    18. Yong Kong, 2019. "Decoupling Combinatorial Complexity: a Two-Step Approach to Distributions of Runs," Methodology and Computing in Applied Probability, Springer, vol. 21(3), pages 789-803, September.
    19. Frosso Makri & Zaharias Psillakis, 2013. "Exact distributions of constrained (k, ℓ) strings of failures between subsequent successes," Statistical Papers, Springer, vol. 54(3), pages 783-806, August.
    20. Anastasios N. Arapis & Frosso S. Makri & Zaharias M. Psillakis, 2017. "Joint distribution of k-tuple statistics in zero-one sequences of Markov-dependent trials," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-13, December.

    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:stpapr:v:64:y:2023:i:5:d:10.1007_s00362-022-01351-7. 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.