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A limiting distribution for Bernoulli trials with second-order Markov dependence
Published online by Cambridge University Press: 14 July 2016
Abstract
Let ℰ be an event governed by a homogeneous second-order two-state Markov chain. Assume the steady state has been achieved. Consider Nm the number of times that ℰ occurs in m successive trials. The limiting distribution of P(Nm = k) is obtained under the condition that mP(ℰ)=λ.
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- Copyright © Applied Probability Trust 1983
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