Sooner waiting time problems in a sequence of multi-state trials with random rewards

초록

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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