Patterns generated by -order Markov chains

Evan Fisher and Shiliang Cui

Statistics & Probability Letters, 2010, vol. 80, issue 15-16, 1157-1166

Abstract: We derive an expression for the expected time for a pattern to appear in higher-order Markov chains with and without a starting sequence. This yields a result for directly calculating, the first time one of a collection of patterns appears, in addition to the probability, for each pattern, that it is the first to appear.

Keywords: Patterns; Markov; chains; Waiting; time (search for similar items in EconPapers)
Date: 2010
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