The joint probability generating function for run-lengths in regenerative binary markov chains, with applications

Authors
Citation
J. Good, I., The joint probability generating function for run-lengths in regenerative binary markov chains, with applications, Annals of statistics , 1(6), 1973, pp. 933-939
Journal title
ISSN journal
00905364
Volume
1
Issue
6
Year of publication
1973
Pages
933 - 939
Database
ACNP
SICI code
Abstract
Gontcharov obtained the joint probability generating function for the numbers of runs of all lengths, both of successes and failures, in a Bernoulli sequence.This is here generalized to a class of regenerative binary Markov processes.For an allied class of Markov processes, the probability generating function is obtained for a "total score" defined in terms of runs of successes only, and asymptotic formulas are derived for the expectation and variance of the score.