研究生: |
楊博鈞 |
---|---|
論文名稱: |
馬可夫鏈的固定模式之期望等待時間 The Expected Waiting Time of Markov Chain for Simple Pattern |
指導教授: | 陳國璋 |
口試委員: |
吳慶堂
韓傳祥 |
學位類別: |
碩士 Master |
系所名稱: |
理學院 - 數學系 Department of Mathematics |
論文出版年: | 2014 |
畢業學年度: | 102 |
語文別: | 中文 |
論文頁數: | 41 |
中文關鍵詞: | 馬可夫鏈 、等待時間 |
相關次數: | 點閱:3 下載:0 |
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在這篇論文裡,我們主要在研究$m$階馬可夫鏈下固定模式發生的期望等待時間,並解出每一種結束情況的機率。此外,考慮在不同計數下模式第二次發生的期望等待時間。
References
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[3] S. Li. A martingale approach to the study of occurrence of sequence pattern in
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[4] H. Y. Lin. Duality of probabilities of runs and patterns. Masterthesis in national
university of Kaohsiung, 2005.
[5] V. Pozdnyakov, J. Glaz, M. Kulldorff, and J. M. Steele. A martingale approach
to scan statistics. Ann. Inst. Statist. Math., 57, 21-37, 2005.
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gambling teams. Amer, Math. Monthly, 113, 134-143, 2006.
[7] V. Pozdnyakov, M. Kulldorff, J. Glaz, and J. M. Steele. Gambling teams and
waiting times for patterns in two-state Markov chains. J. Appl. Prob., 43,
127-140, 2006.