A Martingale Approach to Expected Waiting Time in Higher Order Markov Chain
碩士 === 國立高雄大學 === 統計學研究所 === 94 === In this thesis we mainly aim to compute the expected waiting time of a certain pattern in Markov chain of order $m$ and the relative probabilities of every ending scenarios. Moreover, we can calculate the closed form of the expected waiting and generalize the resu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14438387587944085047 |