Recursive equations in finite Markov chain imbedding
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- Hsieh, YF. & Wu, TL. Ann Inst Stat Math (2013) 65: 513. doi:10.1007/s10463-012-0381-x
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In this paper, recursive equations for waiting time distributions of r-th occurrence of a compound pattern are studied via the finite Markov chain imbedding technique under overlapping and non-overlapping counting schemes in sequences of independent and identically distributed (i.i.d.) or Markov dependent multi-state trials. Using the relationship between number of patterns and r-th waiting time, distributions of number of patterns can also be obtained. The probability generating functions are also obtained. Examples and numerical results are given to illustrate our theoretical results.