Stopping probabilities for patterns in markov chains

Página do item simplificado
dc.contributor.authorGAVA, R. J.
dc.contributor.authorSALOTTI, D.
dc.date.accessioned2022-01-12T22:01:09Z
dc.date.available2022-01-12T22:01:09Z
dc.date.issued2014-03-05
dc.description.abstractConsider 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.
dc.description.firstpage287
dc.description.issuenumber1
dc.description.lastpage292
dc.description.volume51
dc.identifier.citationGAVA, R. J.; SALOTTI, D. Stopping probabilities for patterns in markov chains. Journal of Applied Probability, v. 51, n. 1, p. 287-292, March, 2014.
dc.identifier.doi10.1239/jap/1395771430
dc.identifier.issn0021-9002
dc.identifier.urihttps://repositorio.fei.edu.br/handle/FEI/4048
dc.relation.ispartofJournal of Applied Probability
dc.rightsAcesso Aberto
dc.rights.licenseCreative Commons "Este é um artigo publicado em acesso aberto sob uma licença Creative commons (CC BY 4.0). Fonte: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84903776159&origin=inward. Acesso em 17 Outubro 2022.
dc.subject.otherlanguageGambling team
dc.subject.otherlanguageMarkov chain
dc.subject.otherlanguageMartingale
dc.subject.otherlanguagePattern
dc.subject.otherlanguageStopping probability
dc.subject.otherlanguageStopping time
dc.subject.otherlanguageWaiting time
dc.titleStopping probabilities for patterns in markov chains
dc.typeArtigo
fei.scopus.citations4
fei.scopus.eid2-s2.0-84903776159
fei.scopus.updated2024-05-01
fei.scopus.urlhttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84903776159&origin=inward
Arquivos
Pacote Original
Agora exibindo 1 - 1 de 1
Imagem de Miniatura
Nome:
Salotti_pdf
Tamanho:
94.21 KB
Formato:
Adobe Portable Document Format
Baixar
Coleções
Artigos