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

Bara Kim, Jeongsim Kim

Research output: Contribution to journalArticlepeer-review

3 Citations (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 languageEnglish
Pages (from-to)171-179
Number of pages9
JournalStatistics and Probability Letters
Volume153
DOIs
Publication statusPublished - 2019 Oct

Bibliographical note

Funding Information:
We are grateful to the reviewer for valuable comments and suggestions. B. Kim’s research was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP) ( NRF-2017R1A2B4012676 ). J. Kim’s research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education ( 2017R1D1A1B03029542 ).

Funding Information:
We are grateful to the reviewer for valuable comments and suggestions. B. Kim's research was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP) (NRF-2017R1A2B4012676). J. Kim's research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (2017R1D1A1B03029542).

Publisher Copyright:
© 2019 Elsevier B.V.

Keywords

  • Multi-state trials
  • Sooner waiting time
  • Stopping probability

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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