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The occurrence of sequence patterns in ergodic Markov chains |
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| Authors: | Rodolfo V Benevento |
| Institution: | Dipartimento di Matematica dell''Università della Calabria, 87036-Arcavacata di Rende, Italy |
| Abstract: | The occupation measure identity is used to derive the expected waiting time for the first occurrence of a fixed finite pattern in a sequence of observations generated by an ergodic Markov chain. |
| Keywords: | hitting times occupation measure sequence patterns |
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