On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials

Journal of Applied Probability

Volumn 40, Issue 2, 2003, Pages 346-360

  Fu, James C ^a   Wang, Liqun ^a   Lou, W Y Wendy ^b  

^a UNIVERSITY OF MANITOBA   (Canada)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Failure run; Markov chain imbedding; Probability of large deviation; Success run; Transition probability matrix

Indexed keywords

EID: 0041912637     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1053003548     Document Type: Article

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