Journal of the Korean Data and Information Science Society
- 제8권2호
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- Pages.119-125
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- 1997
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- 1598-9402(pISSN)
First-Passage Time Distribution of Discrete Time Stochastic Process with 0-state
초록
We handle the stochastic processes of independent and identically distributed random variables. But random variables are usually dependent among themselves in actual life. So in this paper, we find out a new process not satisfying Markov property. We investigate the probability mass functions and study on the probability of the first-passage time. Also we find out the average frequency of continuous successes in from 0 to n time.