Run probabilities and the motion of a particle on a given path
- 1 March 1986
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 23 (1) , 28-41
- https://doi.org/10.2307/3214114
Abstract
Let {Xn} be a sequence of independent (or Markov dependent) trials taking values in a given set S. Let JR be a given path of length k in S, i.e. R is a run of length k whose elements come from S. {Xn} may indicate the motion of a particle on S. We consider the problem of finding the probability that at trial m, the particle has for the first time moved length l ≦ k on R which is equivalent to finding the probability of the first occurrence of any subrun of length l ≦ k of R. In the case of l = k this gives the result of Schwager [6].Keywords
This publication has 2 references indexed in Scilit:
- Run Probabilities in Sequences of Markov-Dependent TrialsJournal of the American Statistical Association, 1983
- Note on an Application of Runs to Quality Control ChartsThe Annals of Mathematical Statistics, 1941