On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables

On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables
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离散随机变量序列模式等待时间问题的生成函数

DOI:
10.1023/a:1003756712643
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发表时间:
1998
影响因子:
1
通讯作者:
Masayuki Uchida
Masayuki Uchida
中科院分区:
数学4区
文献类型:
--
作者:
Masayuki Uchida

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AbstractLet X $$_1$$ 选项卡页面上创建 $$_2$$ , ...是独立同分布的随机变量序列,其取值于可数集S = {0,1,2,.}。我们所说的模式是指S中的有限元素序列。对于每个i = 0,1,2,...,我们用P表示 $$_i$$ =“a” $$_{1}$$ 一 $$_{i,2}$$ ...一 $$_{i,k_i }$$ “长度为k的模式 $$_i$$ ,E $$_i$$ 表示图案P $$_i$$ 发生在序列X中 $$_1$$ 选项卡页面上创建 $$_2$$ , ....本文导出了直到第r次事件发生的等待时间分布的广义概率母函数 $$\{ E_i \} _{i = 0}^\infty$$ .我们还导出了高阶马氏链中长为l(l < k)的子模式出现次数分布的概率母函数,直到长为k的子模式出现为止。
AbstractLet X $$_1$$ , X $$_2$$ , ... be a sequence of independent and identically distributed random variables, which take values in a countable set S = {0, 1, 2, ...}. By a pattern we mean a finite sequence of elements in S. For every i = 0, 1, 2, ..., we denote by P $$_i$$ = "a $$_{i,1}$$ a $$_{i,2}$$ ... a $$_{i,k_i }$$ " the pattern of some length k $$_i$$ , and E $$_i$$ denotes the event that the pattern P $$_i$$ occurs in the sequence X $$_1$$ , X $$_2$$ , .... In this paper, we have derived the generalized probability generating functions of the distributions of the waiting times until the r-th occurrence among the events $$\{ E_i \} _{i = 0}^\infty$$ . We also have derived the probability generating functions of the distributions of the number of occurrences of sub-patterns of length l(l < k) until the fiurrence of the pattern of length k in the higher order Markov chain.