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On ordered series and later waiting time distributions in a sequence of Markov dependent multistate trials
- Source :
- Journal of Applied Probability. 40:623-642
- Publication Year :
- 2003
- Publisher :
- Cambridge University Press (CUP), 2003.
-
Abstract
- The sooner and later waiting time problems have been extensively studied and applied in various areas of statistics and applied probability. In this paper, we give a comprehensive study of ordered series and later waiting time distributions of a number of simple patterns with respect to nonoverlapping and overlapping counting schemes in a sequence of Markov dependent multistate trials. Exact distributions and probability generating functions are derived by using the finite Markov chain imbedding technique. Examples are given to illustrate our results.
- Subjects :
- Statistics and Probability
Discrete mathematics
Markov chain mixing time
Markov chain
General Mathematics
Variable-order Markov model
010102 general mathematics
Discrete phase-type distribution
Markov process
Markov model
01 natural sciences
010104 statistics & probability
symbols.namesake
Markov renewal process
symbols
Applied mathematics
Markov property
0101 mathematics
Statistics, Probability and Uncertainty
Mathematics
Subjects
Details
- ISSN :
- 14756072 and 00219002
- Volume :
- 40
- Database :
- OpenAIRE
- Journal :
- Journal of Applied Probability
- Accession number :
- edsair.doi.dedup.....39c53be50bced76a0b4ccc4b3cb8c12b