Karlin and McGregor calculated the coincidence probabilities for $n$ particles independently executing a Markov process of a certain class. This note extends their result by allowing the particles to have different stopping times. Applied to a one-dimensional clustering problem, this gives a new solution computationally simpler than previous ones.
Publié le : 1977-10-14
Classification:
Coincidence probabilities,
Markov process,
stopping time,
cluster,
generalized birthday problem,
60J05,
60E05
@article{1176995725,
author = {Hwang, F. K.},
title = {A Generalization of the Karlin-McGregor Theorem on Coincidence Probabilities and an Application to Clustering},
journal = {Ann. Probab.},
volume = {5},
number = {6},
year = {1977},
pages = { 814-817},
language = {en},
url = {http://dml.mathdoc.fr/item/1176995725}
}
Hwang, F. K. A Generalization of the Karlin-McGregor Theorem on Coincidence Probabilities and an Application to Clustering. Ann. Probab., Tome 5 (1977) no. 6, pp. 814-817. http://gdmltest.u-ga.fr/item/1176995725/