English

A note on the gambling team method

Probability 2013-12-04 v2

Abstract

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 for occurrences of patterns in a sequence of independent repeated experiments when initial outcomes of the process are known. We show how this system of equations can be obtained by using the classical gambling team technique . We also present a form of solution of the system and give an example showing how first results of trials influence the probabilities that a chosen pattern precedes remaining ones in a realization of the process.

Keywords

Cite

@article{arxiv.1310.4316,
  title  = {A note on the gambling team method},
  author = {Krzysztof Zajkowski},
  journal= {arXiv preprint arXiv:1310.4316},
  year   = {2013}
}

Comments

9 pages

R2 v1 2026-06-22T01:48:01.760Z