Quotas on runs of successes and failures in a multi-state markov chain |
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| Authors: | Nikolai Kolev Leda Minkova |
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| Institution: | Department of Statistics -IME , Sāo Paulo University Institute of Mathematics and Informatics. Bulg. Acad. Sci , C.P. 66281, Sāo Paulo , CP , 66281 , Brazil |
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| Abstract: | For the time-homogeneous multi-state Markov chain {Xn,n≧0} with states labeled as "0" (success) and "f"(failure), f=1,2,… the waiting time problems to be discussed arise by setting quotas on runs of success and failures. Some particular cases are considered. |
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| Keywords: | joint probability generating function sooner and later waiting time problems time homogeneous multi-state Markov chain recursion run quota |
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