게임설계 | Cases and Studies of Game Design in Lottery & Gambling | 游戏设计
- date : 2015-05-20 01:10|hit : 1951
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- Article] STOPPING PROBABILITIES FOR PATTERNS IN MARKOV CHAINS
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DocNo of ILP: 95
Doc. Type: Article
Title: STOPPING PROBABILITIES FOR PATTERNS IN MARKOV CHAINS
Authors: Gava, RJ; Salotti, D
Full Name of Authors: Gava, Renato Jacob; Salotti, Danilo
Keywords by Author: Stopping time; waiting time; gambling team; martingale; Markov chain; pattern; stopping probability
Keywords Plus: GAMBLING TEAMS; SEQUENCE PATTERNS; WAITING-TIMES; TRIALS
Abstract: Consider a sequence of Markov-dependent trials where each trial produces a letter of a finite alphabet. Given a collection of patterns, we look at this sequence until one of these patterns appears as a run. We show how the method of gambling teams can be employed to compute the probability that a given pattern is the first pattern to occur.
Cate of OECD: Mathematics
Year of Publication: 2014
Business Area: gamble
Detail Business: gamble
Country: England
Study Area: culture, travel, prediction, prediction, personal, adolescent
Name of Journal: JOURNAL OF APPLIED PROBABILITY
Language: English
Country of Authors: [Gava, Renato Jacob] Univ Sao Paulo, Inst Matemat & Estat, BR-05508090 Sao Paulo, Brazil; [Salotti, Danilo] Fundacao Educ Inaciana Padre Saboia Medeiros, Sao Paulo, Brazil
Press Adress: Gava, RJ (reprint author), Univ Sao Paulo, Inst Matemat & Estat, Rua Matao 1010, BR-05508090 Sao Paulo, Brazil.
Email Address: gava@ime.usp.br; dsalotti@fei.edu.br
Citaion:
Funding: FAPESP fellowship [2012/01432-9]
Lists of Citation: BLOM G, 1982, J APPL PROBAB, V19, P518, DOI 10.2307/3213511; CHRYSAPHINOU O, 1990, THEOR PROBAB APPL+, V35, P145, DOI 10.1137/1135015; FELLER W., 1971, INTRO PROBABILITY TH, V1; Fu JC, 2002, J APPL PROBAB, V39, P70; Gerber H. U., 1981, Stochastic Processes & their Applications, V11, DOI 10.1016/0304-4149(81)90025-9; Glaz J, 2006, J APPL PROBAB, V43, P127, DOI 10.1239/jap/1143936248; Han Q, 2000, ANN I STAT MATH, V52, P778, DOI 10.1023/A:1017537629251; LI SYR, 1980, ANN PROBAB, V8, P1171, DOI 10.1214/aop/1176994578; Pozdnyakov V, 2006, AM MATH MON, V113, P134; Pozdnyakov V, 2008, STAT PROBABIL LETT, V78, P2762, DOI 10.1016/j.spl.2008.03.023; SCHWAGER SJ, 1983, J AM STAT ASSOC, V78, P168, DOI 10.2307/2287125; WILLIAMS D., 1991, PROBABILITY MARTIGAL
Number of Citaion: 12
Publication: APPLIED PROBABILITY TRUST
City of Publication: SHEFFIELD
Address of Publication: THE UNIVERSITY, SCHOOL MATHEMATICS STATISTICS, SHEFFIELD S3 7RH, ENGLAND
ISSN: 0021-9002
29-Character Source Abbreviation: J APPL PROBAB
ISO Source Abbreviation: J. Appl. Probab.
Volume: 51
Version: 1
Start of File: 287
End of File: 292
DOI:
Number of Pages: 6
Web of Science Category: Statistics & Probability
Subject Category: Mathematics
Document Delivery Number: AF6IV
Unique Article Identifier: WOS:000334819300021
[이 게시물은 HyeJung Mo…님에 의해 2015-05-20 14:56:52 GAMBLING에서 이동 됨]
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