The occurrence of sequence patterns in ergodic Markov chains

Rodolfo V. Benevento

Stochastic Processes and their Applications, 1984, vol. 17, issue 2, 369-373

Abstract: The occupation measure identity is used to derive the expected waiting time for the first occurrence of a fixed finite pattern in a sequence of observations generated by an ergodic Markov chain.

Keywords: hitting; times; occupation; measure; sequence; patterns (search for similar items in EconPapers)
Date: 1984
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