Time intervals of constant sojourn of a homogeneous Markov chain in a fixed subset of states

Novak, Serguei (1988) Time intervals of constant sojourn of a homogeneous Markov chain in a fixed subset of states. Siberian Mathematical Journal, 29 (1). pp. 100-109. ISSN 0037-4466

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Abstract

We present sharp limit theorems for the distribution of the length of the longest head run in a Markov chain with a countable set of states.

Item Type: Article
Additional Information: Novak S.Y. (1988) Time intervals of constant sojourn of a homogeneous Markov chain in a fixed subset of states. – Siberian Math. J., v. 29, No 1, 100–109.
Research Areas: A. > School of Science and Technology > Design Engineering and Mathematics
Item ID: 20712
Useful Links:
Depositing User: Serguei Novak
Date Deposited: 10 Oct 2016 12:22
Last Modified: 06 Dec 2016 15:10
URI: http://eprints.mdx.ac.uk/id/eprint/20712

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