On some statistics connected with runs in Markov chains

On some statistics connected with runs in Markov chains

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Article ID: iaor1989374
Country: United Kingdom
Volume: 25
Issue: 4
Start Page Number: 815
End Page Number: 821
Publication Date: Dec 1988
Journal: Journal of Applied Probability
Authors:
Abstract:

This paper considers a class of statistics connected with the history of a Markov chain before the first occurrence of certain runs. Methods for deriving generating functions, distributions and moments of the statistics considered are given. In the case of i.i.d. random variables, explicit formulas are derived.

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