STOPPING PROBABILITIES FOR PATTERNS IN MARKOV CHAINS

Gava, Renato Jacob; Salotti, Danilo

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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

STOPPING PROBABILITIES FOR PATTERNS IN MARKOV CHAINS

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Author(s):	Gava, Renato Jacob ^[1] ; Salotti, Danilo ^[2] Total Authors: 2
Affiliation:	^[1] Univ Sao Paulo, Inst Matemat & Estat, BR-05508090 Sao Paulo - Brazil ^[2] Fundacao Educ Inaciana Padre Saboia Medeiros, Sao Paulo - Brazil Total Affiliations: 2
Document type:	Journal article
Source:	JOURNAL OF APPLIED PROBABILITY; v. 51, n. 1, p. 287-292, MAR 2014.
Web of Science Citations:	1
Abstract
Consider a sequence of Markov-dependent trials where each trial produces a letter of a finite alphabet. Given a collection of patterns, we look at this sequence until one of these patterns appears as a run. We show how the method of gambling teams can be employed to compute the probability that a given pattern is the first pattern to occur. (AU)

FAPESP's process:	12/01432-9 - Aging in the GREM-like trap model
Grantee:	Renato Jacob Gava
Support Opportunities:	Scholarships in Brazil - Post-Doctoral

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