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Waiting Time Distributions Associated with Runs of Fixed Length in Two-State Markov Chains

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Abstract

In the present article a general technique is developed for the evaluation of the exact distribution in a wide class of waiting time problems. As an application the waiting time for the r-th appearance of success runs of specified length in a sequence of outcomes evolving from a first order two-state Markov chain is systematically investigated and asymptotic results are established. Several extensions and generalisations are also discussed.

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Authors and Affiliations

  1. Department of Mathematics, University of Athens, Panepistemiopolis, 15784, Greece

    M. V. Koutras

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  1. M. V. Koutras
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Koutras, M.V. Waiting Time Distributions Associated with Runs of Fixed Length in Two-State Markov Chains. Annals of the Institute of Statistical Mathematics 49, 123–139 (1997). https://doi.org/10.1023/A:1003118807148

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  • DOI: https://doi.org/10.1023/A:1003118807148

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