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Sooner waiting time problems in a sequence of multi-state trials with random rewards
- Authors
- Kim, Bara; Kim, Jeongsim
- Issue Date
- 10월-2019
- Publisher
- ELSEVIER
- Keywords
- Sooner waiting time; Stopping probability; Multi-state trials
- Citation
- STATISTICS & PROBABILITY LETTERS, v.153, pp.171 - 179
- Indexed
- SCIE
SCOPUS
- Journal Title
- STATISTICS & PROBABILITY LETTERS
- Volume
- 153
- Start Page
- 171
- End Page
- 179
- ISSN
- 0167-7152
- Abstract
- We investigate sooner waiting time problems in a sequence of independent multi-state trials with random rewards. Our result generalizes the sooner waiting time problems of Eryilmaz, Gong, and Xie (2016) for a sequence of trinary trials with random rewards to the case of multi-state trials. This generalization is obtained through the analysis of a Markov chain with a special transition structure. (C) 2019 Elsevier B.V. All rights reserved.
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Collections - College of Science > Department of Mathematics > 1. Journal Articles
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