Stopping probabilities for patterns in markov chains
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2014-03-05
Autores
GAVA, R. J.
SALOTTI, D.
SALOTTI, D.
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Periódico
Journal of Applied Probability
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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.
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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.