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

Bara Kim; Jeongsim Kim

doi:10.1016/j.spl.2019.06.017

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

Bara Kim, Jeongsim Kim

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

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.

Original language	English
Pages (from-to)	171-179
Number of pages	9
Journal	Statistics and Probability Letters
Volume	153
DOIs	https://doi.org/10.1016/j.spl.2019.06.017
Publication status	Published - 2019 Oct 1

Keywords

Multi-state trials
Sooner waiting time
Stopping probability

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2019.06.017

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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.",

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