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On some statistics connected with runs in Markov chains
Published online by Cambridge University Press: 14 July 2016
Abstract
We consider a class of statistics connected with the history of a Markov chain before the first occurrence of certain runs. Methods for deriving generating functions, distributions and moments of the statistics considered are given. In the case of i.i.d. random variables, explicit formulas are derived.
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- Copyright © Applied Probability Trust 1988
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