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Recursive Relations for the Distribution of Waiting Times in a Markov Chain

Dragan Banjevic
Journal of Applied Probability
Vol. 33, No. 1 (Mar., 1996), pp. 48-56
DOI: 10.2307/3215263
Stable URL: http://www.jstor.org/stable/3215263
Page Count: 9
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Recursive Relations for the Distribution of Waiting Times in a Markov Chain
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Abstract

A Markov chain is used as a model for a sequence of random experiments. The waiting time for sequence patterns is considered. Recursive-type relations for the distribution of waiting times are obtained.

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