A note on repeated sequences in Markov chains
- 1 March 1987
- journal article
- letter
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 19 (03) , 739-742
- https://doi.org/10.1017/s0001867800016840
Abstract
If (non-overlapping) repeats of specified sequences of states in a Markov chain are considered, the result is a Markov renewal process. Formulae somewhat simpler than those given in Biggins and Cannings (1987) are derived which can be used to obtain the transition matrix and conditional mean sojourn times in this process.Keywords
This publication has 2 references indexed in Scilit:
- Markov renewal processes, counters and repeated sequences in Markov chainsAdvances in Applied Probability, 1987
- The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chainStochastic Processes and their Applications, 1981