On order statistics in waiting time for runs in Markov chains

DOI10.1016/0167-7152(92)90005-PzbMath0688.60054MaRDI QIDQ1263883

Dragan Banjevic

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

generating functionsOrder statisticsRecursive methodssequence of waiting times for runs in a Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Unnamed Item
• On some statistics connected with runs in Markov chains

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