On waiting time distributions for patterns in a sequence of multistate trials

Abstract

In this paper, we consider the waiting time distributions for patterns in a sequence of multistate trials. A simple and general framework, using the Markov chain imbedding method, is developed to study the waiting time distributions of both simple and compound patterns. Algorithms for the computation of these are given. The general theory is employed for the investigation of some examples in order to illustrate the theoretical results.Waiting time distribution Markov chain imbedding Simple and compound patterns