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math.PR2013★ 5 cited
A note on the gambling team method
Krzysztof Zajkowski
Gerber and Li in \cite{GeLi} formulated, using a Markov chain embedding, a system of equations that describes relations between generating functions of waiting time distributions f…
math.PR2013
On the waiting time till some patterns occur in i.i.d. sequences
Urszula Ostaszewska, Krzysztof Zajkowski
In this paper we present some general solution of the system of linear equations formed by Guibas and Odlyzko in Th.3.3 \cite{Gui}. We derive probabilities for given patterns to be…