A note on repeated sequences in Markov chains

Authors
Biggins, J.D.
Citation
Biggins, J.d, A note on repeated sequences in Markov chains, Advances in applied probability , 19(3), 1987, pp. 739-742
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
19
Issue
3
Year of publication
1987
Pages
739 - 742
Database
ACNP
SICI code
Abstract
If (non-overlapping) repeats of specified sequences of states in a Markov chain are considered, the result is a Markov renewal process. Formulae somewhat simpler than those given in Biggins and Cannings (1987) are derived which can be used to obtain the transition matrix and conditional mean sojourn times in this process.