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
复制标题
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
复制
发表时间:
1998
影响因子:
1
通讯作者:
Masayuki Uchida
中科院分区:
文献类型:
--
作者:
Masayuki Uchida
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.