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Abstract Details
Activity Number:
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525
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Type:
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Contributed
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Date/Time:
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Wednesday, August 1, 2012 : 10:30 AM to 12:20 PM
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Sponsor:
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International Chinese Statistical Association
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Abstract - #306598 |
Title:
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Recursive Equations in Finite Markov Chain Imbedding
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Author(s):
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Yu-Fei Hsieh*+
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Companies:
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Address:
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206-1691 Pembina Hwy, Winnipeg, MB, R3T 2G6, Canada
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Keywords:
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recursive equation ;
simple and compound patterns ;
waiting time ;
finite Markov chain imbedding ;
probability generating function
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Abstract:
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In this presentation, recursive equations for waiting time distributions of r-th occurrence of a compound pattern are studied via the finite Markov chain imbedding technique under overlapping and non-overlapping counting schemes in sequences of independent and identically distributed (i.i.d.) or Markov dependent multi-state trials. Using the relationship between number of patterns and r-th waiting time, recursive equations for distributions of number of patterns are obtained. The probability generating functions are also obtained. Examples and numerical results are also given.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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