Stopping probabilities for patterns in Markov chains

• Autores: Renato Jacob Gava, Danilo Salotti
• Localización: Journal of Applied Probability, ISSN-e 0021-9002, Vol. 51, Nº. 1, 2014, págs. 287-292
• Idioma: inglés
• DOI: 10.1017/s002190020001024x
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• Resumen

  • 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