LetXn,n≥ 1 be a sequence of trials taking values in a given setA, let ∊ be a pattern (simple or compound), and letXr,∊be a random variable denoting the waiting time for therth occurrence of ∊. In the present article a finite Markov chain imbedding method is developed for the study ofXr,∊in the case of the non-overlapping and overlapping way of counting runs and patterns. Several extensions and generalizations are also discussed.
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Demetrios L. Antzoulakos (2001) studied this question.
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