Quotas on runs of successes and failures in a multi-state Markov chain

被引：3

作者：

Kolev, N ^{[1
]}

Minkova, L ^{[1
]}

机构：

[1] Univ Sao Paulo, Dept Stat, IME, BR-05315970 Sao Paulo, Brazil

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1999年 / 28卷 / 09期

关键词：

joint probability generating function; sooner and later waiting time problems; time homogeneous multi-state Markov chain; recursion; run quota;

D O I：

10.1080/03610929908832418

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For the time-homogeneous multi-state Markov chain {X-n, n greater than or equal to 0} with states labeled as "0" (success) and "f" (failure), f = 1, 2, ... the waiting time problems to be discussed arise by setting quotas on runs of successes and failures. Some particular cases are considered.

引用

页码：2235 / 2248

页数：14

共 8 条

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