Oscillation properties of expected stopping times and stopping probabilities for patterns consisting of consecutive states in Markov chains

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buir.contributor.authorKerimov, Azer
buir.contributor.authorÖner, Abdullah
dc.citation.epage1721en_US
dc.citation.issueNumber5en_US
dc.citation.spage1709en_US
dc.citation.volumeNumber50en_US
dc.contributor.authorKerimov, Azer
dc.contributor.authorÖner, Abdullah
dc.date.accessioned2021-03-04T04:58:37Z
dc.date.available2021-03-04T04:58:37Z
dc.date.issued2020
dc.departmentDepartment of Mathematicsen_US
dc.description.abstractWe investigate a Markov chain with a state space 1,2,…,r1,2,…,r stopping at appearance of patterns consisting of two consecutive states. It is observed that the expected stopping times of the chain have surprising oscillating dependencies on starting positions. Analogously, the stopping probabilities also have oscillating dependencies on terminal states. In a nonstopping Markov chain the frequencies of appearances of two consecutive states are found explicitly.en_US
dc.identifier.doi10.1216/RMJ.2020.50.1709en_US
dc.identifier.issn0035-7596
dc.identifier.urihttp://hdl.handle.net/11693/75740
dc.language.isoEnglishen_US
dc.publisherRocky Mountain Mathematics Consortiumen_US
dc.relation.isversionofhttps://dx.doi.org/10.1216/RMJ.2020.50.1709en_US
dc.source.titleRocky Mountain Journal of Mathematicsen_US
dc.subjectExpected stopping timeen_US
dc.subjectMarkov chainen_US
dc.subjectPatternen_US
dc.subjectStopping probabilityen_US
dc.titleOscillation properties of expected stopping times and stopping probabilities for patterns consisting of consecutive states in Markov chainsen_US
dc.typeArticleen_US
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