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 | | From: | lucy | | Subject: | what is the fastest way to find mean-time to a PATTERN? | | Date: | Sun, 23 Jan 2005 22:50:43 -0800 |
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 | Hi all,
Suppose I have an integer sequence consisting of numbers from {1, 2, 3, 4,
5, 6} drawn with equal probability, what is the mean-time to the pattern 3 5
2 2 1 3 5 appears?
Suppose I flip a fair coin, what is the mean time to the pattern HTTHHTHT
appears?
I have tried to use Markov chain and then create the transistion matrix, and
then use first-step analysis for find the mean-time to absorption, but the
pattern length is long so my Markov state space is large and the matrix is
large and is not convinient to compute.
I have also tried to draw a tree, esp. for the second problem, a binary
tree, but the pattern is too long and things got complicated, and is
extremely inconvinient to compute.
Both my Markov chain and TREE-based analysis worked fine for small patterns,
such as finding the mean-time-to-pattern of HH appears, or HTH appears, etc.
I wanto consult you experts: what is the best/fastest way of finding such
mean-time-to-pattern?
Thanks a lot
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