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

Article

Novak, S. 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. https://doi.org/10.1007/BF00975021
TypeArticle
TitleTime intervals of constant sojourn of a homogeneous Markov chain in a fixed subset of states
AuthorsNovak, S.
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.

PublisherSpringer
JournalSiberian Mathematical Journal
ISSN0037-4466
Electronic1573-9260
Publication dates
Print1988
Publication process dates
Deposited10 Oct 2016
Accepted10 Nov 1985
Output statusPublished
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.

Digital Object Identifier (DOI)https://doi.org/10.1007/BF00975021
LanguageEnglish
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