Distribution Theory of Runs and Patterns and Its Applications
Author | : James C. Fu |
Publisher | : World Scientific |
Total Pages | : 176 |
Release | : 2003-01-01 |
ISBN-10 | : 9812779205 |
ISBN-13 | : 9789812779205 |
Rating | : 4/5 (205 Downloads) |
Download or read book Distribution Theory of Runs and Patterns and Its Applications written by James C. Fu and published by World Scientific. This book was released on 2003-01-01 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a rigorous, comprehensive introduction to the finite Markov chain imbedding technique for studying the distributions of runs and patterns from a unified and intuitive viewpoint, away from the lines of traditional combinatorics. The central theme of this approach is to properly imbed the random variables of interest into the framework of a finite Markov chain, and the resulting representations of the underlying distributions are compact and very amenable to further study of associated properties. The concept of finite Markov chain imbedding is systematically developed, and its utility is illustrated through practical applications to a variety of fields, including the reliability of engineering systems, hypothesis testing, quality control, and continuity measurement in the health care sector. Contents: Finite Markov Chain Imbedding; Runs and Patterns in a Sequence of Two-State Trials; Runs and Patterns in Multi-State Trials; Waiting-Time Distributions; Random Permutations; Applications. Readership: Graduate students and researchers in probability and statistics.