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Patterns generated by -order Markov chains

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.
Year of publication:
2010
Authors: Fisher, Evan ; Cui, Shiliang
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 15-16, p. 1157-1166
Publisher: Elsevier
Subject: Patterns Markov chains Waiting time
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008488230
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