(Received July 7, 1997; revised March 2, 1998)
Abstract. In this paper we study exact distributions of sooner and later waiting times for runs in Markov dependent bivariate trials. We give systems of linear equations with respect to conditional probability generating functions of the waiting times. By considering bivariate trials, we can treat very general and practical waiting time problems for runs of two events which are not necessarily mutually exclusive. Numerical examples are also given in order to illustrate the feasibility of our results.
Key words and phrases: Discrete distributions, probability generating function, run, waiting time problem.
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