首页 | 本学科首页   官方微博 | 高级检索  
     


On Number of Occurrences of Success Runs of Specified Length in a Higher-Order Two-State Markov Chain
Authors:Masayuki Uchida
Affiliation:(1) The Institute of Statistical Mathematics, 4-6-7 Minami-Azabu, Minato-ku, Tokyo, 106-8569, Japan
Abstract:Let X-m+1, X-m+2,..., X0, X1, X2,..., Xn be a time-homogeneous {0, 1}-valued m-th order Markov chain. The probability distributions of numbers of runs of "1" of length k (k ge m) and of "1" of length k (k < m) in the sequence of a {0, 1}-valued m-th order Markov chain are studied. There are some ways of counting numbers of runs with length k. This paper studies the distributions based on four ways of counting numbers of runs, i.e., the number of non-overlapping runs of length k, the number of runs with length greater than or equal to k, the number of overlapping runs of length k and the number of runs of length exactly k.
Keywords:Probability generating function  discrete distribution  binomial distribution  binomial distribution of order k  higher order Markov chain
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号