On some statistics connected with runs in Markov chains
- 1 December 1988
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 25 (4) , 815-821
- https://doi.org/10.2307/3214303
Abstract
We consider a class of statistics connected with the history of a Markov chain before the first occurrence of certain runs. Methods for deriving generating functions, distributions and moments of the statistics considered are given. In the case of i.i.d. random variables, explicit formulas are derived.Keywords
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