The Joint Probability Generating Function for Run-Lengths in Regenerative Binary Markov Chains, with Applications
Good, I. J.
Ann. Statist., Tome 1 (1973) no. 2, p. 933-939 / Harvested from Project Euclid
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Gontcharov obtained the joint probability generating function for the numbers of runs of all lengths, both of successes and failures, in a Bernoulli sequence. This is here generalized to a class of regenerative binary Markov processes. For an allied class of Markov processes, the probability generating function is obtained for a "total score" defined in terms of runs of successes only, and asymptotic formulas are derived for the expectation and variance of the score.
Publié le : 1973-09-14
Classification:  Regenerative Markov chains,  binary Markov chains,  runs in Markov chains 
@article{1176342513,
     author = {Good, I. J.},
     title = {The Joint Probability Generating Function for Run-Lengths in Regenerative Binary Markov Chains, with Applications},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 933-939},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342513}
}

Good, I. J. The Joint Probability Generating Function for Run-Lengths in Regenerative Binary Markov Chains, with Applications. Ann. Statist., Tome 1 (1973) no. 2, pp.  933-939. http://gdmltest.u-ga.fr/item/1176342513/