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On occurrence of subpattern and method of gambling teams

  • Vladimir Pozdnyakov
Article

Abstract

The expected value and generating function of the number of overlapping occurrences of a pattern P in a Markov chain until the first occurrence of a member from a finite collection of patterns that start with P is obtained. A martingale technique is employed to address the problem.

Keywords

Pattern Gambling teams Waiting times Markov chains Martingales Test of randomness 

Mathematics Subject Classification (2000)

Primary 60C05 Primary 60G42 Secondary 60G40 Secondary 62E17 

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Copyright information

© The Institute of Statistical Mathematics, Tokyo 2006

Authors and Affiliations

  1. 1.Department of StatisticsUniversity of ConnecticutStorrsUSA

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