| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153954 | Statistics & Probability Letters | 2008 | 6 Pages |
Abstract
A new martingale technique is developed to find formulas for the first two moments and generating function of the waiting time until one observes an element of a finite collection of patterns in a finite multi-state Markov chain.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Vladimir Pozdnyakov,