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Hitting times of sequences
Affiliation:University of Maryland Baltimore County, Catonsville, MD 21228, USA
Abstract:
Let X be an ergodic Markov chain on a finite state space S0 and let s and t be finite sequences of elements from S0. We give an easily computable formula for the expected time of completing t, given that s was just observed. If A0 is a finite set of such sequences, we show how that formula may be used to compute the hitting distribution on A0.
Keywords:
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