Waiting Time Problems in a Two-State Markov Chain

被引：0
作者：
Qing Han
Sigeo Aki
机构：
[1] Osaka University,Department of Informatics and Mathematical Science, Graduate School of Engineering Science
来源：
Annals of the Institute of Statistical Mathematics | 2000年 / 52卷
关键词：
Waiting time problems; discrete distributions of order ; Markov chain; Markov chain imbedding method; probability generating function;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Let F0 be the event that l0 0-runs of length k0 occur and F1 be the event that l1 1-runs of length k1 occur in a two-state Markov chain. In this paper using a combinatorial method and the Markov chain imbedding method, we obtained explicit formulas of the probability generating functions of the sooner and later waiting time between F0 and F1 by the non-overlapping, overlapping and "greater than or equal" enumeration scheme. These formulas are convenient for evaluating the distributions of the sooner and later waiting time problems.
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页码：778 / 789
页数：11
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