Sooner and later waiting time problems for runs in Markov dependent bivariate trials
type: Item
instance of: scholarly article
title: Sooner and later waiting time problems for runs in Markov dependent bivariate trials
zbMATH Open document ID: 0952.60071
DOI: 10.1023/A:1003874900507
author: Sigeo Aki
author: Katuomi Hirano
published in: Annals of the Institute of Statistical Mathematics
publication date: 2001-01-04T00:00:00Z
review text: In a Markov chain \(((X_n,Y_n))_{n \in\mathbb{N}_0}\) with state space \(\{0,1\}^2\) consider the first time that there is either a run of \(k\) successive 1's in \(X_0,X_1, \dots\) or of \(f\) successive 1's in \(Y_0,Y_1, \dots\). A linear system of equations is given for a family of associated probability generating functions. The authors give some numerical examples and mention applications in reliability testing.
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 1331049
zbMATH Keywords: time problems
zbMATH Keywords: Markov chain
reviewed by: Rudolf Grübel
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1331049