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A note on repeated sequences in Markov chains

Published online by Cambridge University Press:  01 July 2016

J. D. Biggins*
Affiliation:
University of Sheffield
*
Postal address: Department of Probability and Statistics, The University, Sheffield S3 7RH, UK.
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Abstract

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If (non-overlapping) repeats of specified sequences of states in a Markov chain are considered, the result is a Markov renewal process. Formulae somewhat simpler than those given in Biggins and Cannings (1987) are derived which can be used to obtain the transition matrix and conditional mean sojourn times in this process.

Type
Letters to the Editor
Copyright
Copyright © Applied Probability Trust 1987 

References

Biggins, J. D. (1986) On repeated sequences in Markov chains. Department of Probability and Statistics, University of Sheffield, Research Report no. 279/86.Google Scholar
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