Stopping probabilities for patterns in markov chains
Arquivos
Tipo de produção
Artigo
Data de publicação
2014-03-05
Texto completo (DOI)
Periódico
Journal of Applied Probability
Editor
Texto completo na Scopus
Citações na Scopus
5
Autores
GAVA, R. J.
SALOTTI, D.
Orientadores
Resumo
Consider a sequence of Markov-dependent trials where each trial produces a letter of a finite alphabet. Given a collection of patterns, we look at this sequence until one of these patterns appears as a run. We show how the method of gambling teams can be employed to compute the probability that a given pattern is the first pattern to occur. © Applied Probability Trust 2014.
Citação
GAVA, R. J.; SALOTTI, D. Stopping probabilities for patterns in markov chains. Journal of Applied Probability, v. 51, n. 1, p. 287-292, March, 2014.
Palavras-chave
Keywords
Gambling team; Markov chain; Martingale; Pattern; Stopping probability; Stopping time; Waiting time