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ON WAITING TIME PROBLEMS ASSOCIATED WITH RUNS

IN MARKOV DEPENDENT TRIALS

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DEMETRIOS L. ANTZOULAKOS

*Department of Economics, The School of Social Sciences, University of Crete,*

Perivolia - Rethymno 74100, Greece
(Received July 11, 1997; revised October 13, 1997)

**Abstract.**
A general technique is developed to
study the waiting time distribution for the *r*-th occurrence
of a success run of length *k* in a sequence of Markov
dependent trials. Sooner and later waiting time problems are
also discussed.

*Key words and phrases*:
Probability mass
function, probability generating function, waiting time, run,
sooner and later problems, distributions of order *k*.

**Source**
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