Some results associated with the longest run statistic in a sequence of Markov dependent trials

被引：14
作者：
Eryilmaz, Serkan [1 ]
机构：
[1] Izmir Univ Econ, Dept Math, TR-35330 Izmir, Turkey
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2006年 / 175卷 / 01期
关键词：
Bernoulli trials; longest run; Markov chain; order statistic;
D O I：
10.1016/j.amc.2005.07.015
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We express the longest run statistic as the maximum of a sequence whose members are subject to a Markov chain condition. Via this setup some results for the exact expression and bounds for the distribution of the longest run in a sequence of Markov dependent trials are presented. Extension of the results to the second order Markov dependent trials are also provided. (c) 2005 Elsevier Inc. All rights reserved.
引用
收藏
页码：119 / 130
页数：12
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