Abstract
A general technique is developed to study the waiting time distribution for the r-th occurrence of a success run of length k in a sequence of Markov dependent trials. Sooner and later waiting time problems are also discussed.
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Antzoulakos, D.L. On Waiting Time Problems Associated with Runs in Markov Dependent Trials. Annals of the Institute of Statistical Mathematics 51, 323–330 (1999). https://doi.org/10.1023/A:1003862225719
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DOI: https://doi.org/10.1023/A:1003862225719