Stopping Probabilities for Patterns in Markov Chains

DOI10.1239/jap/1395771430zbMath1291.60147OpenAlexW1988859445MaRDI QIDQ5416558

Renato J. Gava, Danilo Salotti

Publication date: 14 May 2014

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1395771430

zbMATH Keywords

stopping timewaiting timeMarkov chainmartingalestopping probabilitypatterngambling team

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (2)

Oscillation properties of expected stopping times and stopping probabilities for patterns consisting of consecutive states in Markov chains ⋮ Waiting times and stopping probabilities for patterns in Markov chains

Cites Work

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• The Occurrence of Sequence Patterns in Repeated Dependent Experiments
• How many random digits are required until given sequences are obtained?
• Run Probabilities in Sequences of Markov-Dependent Trials
• Waiting Times for Patterns and a Method of Gambling Teams
• Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains
• Waiting time problems in a two-state Markov chain

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