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Distributions of \(({k}_{1},{k}_{2},\dots ,{k}_{m})\)-runs with Multi-state Trials

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Abstract

In this paper, six new \(({k}_{1},{k}_{2},\dots ,{k}_{m})\)-runs with multi-state trials are proposed creatively, which can satisfy the practical needs in many fields. The exact distributions of proposed runs are obtained by applying finite Markov chain imbedding approach. This paper not only studies the case of independent identical distribution (i.i.d.) multi-state trials, but also independent non-identical distribution (non-i.i.d.) multi-state trials. Numerical examples have served the purpose to illustrate the effectiveness of the proposed approach. This study is of reference value and application significance for similar runs.

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Acknowledgements

The authors would also like to thank Mr. Leping Sun for his contribution of this paper.

Funding

This work is supported by National Natural Science Foundation of China (Grant Nos. 72001006, 72131002 and 71971026), Beijing Social Science Foundation (Grant No. 20GLC052) and Science and Technology Funding program for Innovative Talents of Beijing Institute of Technology Technological Innovation Program (2021CX01022).

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Correspondence to Xiaoyue Wang.

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Appendix

Appendix

  1. A

    Example for distribution of \({A}_{{k}_{1},{k}_{2},{k}_{3}}^{(n)}\)

    For the case \(n=5,{k}_{1}={k}_{2}=2,{k}_{3}=1\), the corresponding matrix \({\Lambda }_{r}={\Lambda }_{r}({A}_{\mathrm{2,2},1}^{(5)})\) is given by

    $$\begin{array}{c}(0,N,N,0)\\ (0,Y,N,0)\\ (0,N,N,1)\\ (0,Y,N,1)\\ (0,Y,Y,0)\\ {E}_{a}\end{array}\left[\begin{array}{cccccc}{p}_{2,r}+{p}_{3,r}& 0& {p}_{1,r}& 0& 0& 0\\ {p}_{3,r}& {p}_{1,r}& 0& {p}_{2,r}& 0& 0\\ {p}_{2,r}+{p}_{3,r}& {p}_{1,r}& 0& 0& 0& 0\\ {p}_{3,r}& 0& {p}_{1,r}& 0& {p}_{2,r}& 0\\ 0& 0& {p}_{1,r}& 0& {p}_{2,r}& {p}_{3,r}\\ 0& 0& 0& 0& 0& 1\end{array}\right].$$
  2. B

    Example for distribution of \({B}_{{k}_{1},{k}_{2},{k}_{3}}^{(n)}\)

    For the case \(n=6,{k}_{1}={k}_{2}=2\text{, }{k}_{3}=1\), the corresponding matrix \({\Lambda }_{r}={\Lambda }_{r}({B}_{\mathrm{2,2},1}^{(6)})\) is gotten by

    $$\begin{array}{c}(0,N,N,0)\\ (0,N,N,1)\\ (0,Y,N,0)\\ (0,Y,N,1)\\ (0,Y,N,-1)\\ (0,Y,Y,0)\\ (0,Y,Y,-1)\\ (1,N,N,0)\\ {E}_{a}\end{array}\left[\begin{array}{ccccccccc}{p}_{2,r}+{p}_{3,r}& {p}_{1,r}& 0& 0& 0& 0& 0& 0& 0\\ {p}_{2,r}+{p}_{3,r}& 0& {p}_{1,r}& 0& 0& 0& 0& 0& 0\\ {p}_{3,r}& 0& 0& {p}_{2,r}& {p}_{1,r}& 0& 0& 0& 0\\ {p}_{3,r}& {p}_{1,r}& 0& 0& 0& {p}_{2,r}& 0& 0& 0\\ {p}_{2,r}+{p}_{3,r}& 0& 0& 0& {p}_{1,r}& 0& 0& 0& 0\\ 0& {p}_{1,r}& 0& 0& 0& 0& {p}_{2,r}& {p}_{3,r}& 0\\ {p}_{3,r}& {p}_{1,r}& 0& 0& 0& 0& {p}_{2,r}& 0& 0\\ 0& 0& 0& 0& 0& 0& 0& {p}_{2,r}+{p}_{3,r}& {p}_{1,r}\\ 0& 0& 0& 0& 0& 0& 0& 0& 1\end{array}\right].$$
  3. C

    Example for distribution of \({C}_{{k}_{1},{k}_{2},{k}_{3}}^{(n)}\)

    For the case \(n=5,{k}_{1}={k}_{2}={k}_{3}=2\), the corresponding matrix \({\Lambda }_{r}={\Lambda }_{r}({C}_{\mathrm{2,2},2}^{(5)})\) is built as

    $$\begin{array}{c}(0,N,\mathrm{0,0})\\ (0,N,\mathrm{1,0})\\ (0,Y,\mathrm{0,0})\\ (0,Y,\mathrm{0,1})\\ (0,Y,\mathrm{1,0})\\ (1,N,\mathrm{0,0})\\ {E}_{a}\end{array}\left[\begin{array}{ccccccc}{p}_{2,r}+{p}_{3,r}& {p}_{1,r}& 0& 0& 0& 0& 0\\ {p}_{2,r}+{p}_{3,r}& 0& {p}_{1,r}& 0& 0& 0& 0\\ 0& 0& {p}_{1,r}& {p}_{3,r}& {p}_{2,r}& 0& 0\\ {p}_{2,r}& {p}_{1,r}& 0& 0& 0& {p}_{3,r}& 0\\ {p}_{3,r}& {p}_{1,r}& 0& 0& 0& {p}_{2,r}& 0\\ 0& 0& 0& 0& 0& {p}_{2,r}+{p}_{3,r}& {p}_{1,r}\\ 0& 0& 0& 0& 0& 0& 1\end{array}\right].$$
  4. D

    Example for distribution of \({D}_{{k}_{1},{k}_{2},{k}_{3}}^{(n)}\)

    For the case \(n=5,{k}_{1}={k}_{2}={k}_{3}=2\), the corresponding matrix \({\Lambda }_{r}={\Lambda }_{r}({D}_{\mathrm{2,2},2}^{(5)})\) is gained as

    $$\begin{array}{c}(0,N,N,\mathrm{0,0})\\ (0,N,N,\mathrm{0,1})\\ (0,N,N,\mathrm{1,0})\\ (0,N,Y,\mathrm{0,0})\\ (0,N,Y,\mathrm{1,0})\\ (0,Y,N,\mathrm{0,0})\\ (0,Y,N,\mathrm{1,0})\\ (1,N,N,\mathrm{0,0})\\ {E}_{a}\end{array}\left[\begin{array}{ccccccccc}{p}_{3,r}& {p}_{2,r}& {p}_{1,r}& 0& 0& 0& 0& 0& 0\\ {p}_{3,r}& 0& {p}_{1,r}& {p}_{2,r}& 0& 0& 0& 0& 0\\ {p}_{3,r}& {p}_{2,r}& 0& 0& 0& {p}_{1,r}& 0& 0& 0\\ 0& 0& {p}_{1,r}& {p}_{2,r}& {p}_{3,r}& 0& 0& 0& 0\\ 0& {p}_{2,r}& {p}_{1,r}& 0& 0& 0& 0& {p}_{3,r}& 0\\ 0& {p}_{2,r}& 0& 0& 0& {p}_{1,r}& {p}_{3,r}& 0& 0\\ 0& {p}_{2,r}& {p}_{1,r}& 0& 0& 0& 0& {p}_{3,r}& 0\\ 0& 0& 0& 0& 0& 0& 0& {p}_{3,r}& {p}_{1,r}\text{+}{p}_{2,r}\\ 0& 0& 0& 0& 0& 0& 0& 0& 1\end{array}\right].$$
  5. E

    Example for distribution of \({E}_{{k}_{1},{k}_{2},{k}_{3}}^{(n)}\)

    For the case \(n=5,{k}_{1}={k}_{2}={k}_{3}=2\), the corresponding matrix \({\Lambda }_{r}={\Lambda }_{r}({E}_{\mathrm{2,2},2}^{(5)})\) is derived as

    $$\begin{array}{c}(0,N,\mathrm{0,0})\\ (0,N,\mathrm{1,0})\\ (0,Y,\mathrm{0,0})\\ (0,Y,\mathrm{0,1})\\ (0,Y,\mathrm{1,0})\\ (0,Y,-\mathrm{1,0})\\ (1,N,\mathrm{0,0})\\ {E}_{a}\end{array}\left[\begin{array}{cccccccc}{p}_{2,r}+{p}_{3,r}& {p}_{1,r}& 0& 0& 0& 0& 0& 0\\ {p}_{2,r}+{p}_{3,r}& 0& {p}_{1,r}& 0& 0& 0& 0& 0\\ 0& 0& 0& {p}_{3,r}& {p}_{2,r}& {p}_{1,r}& 0& 0\\ {p}_{2,r}& {p}_{1,r}& 0& 0& 0& 0& {p}_{3,r}& 0\\ {p}_{3,r}& {p}_{1,r}& 0& 0& 0& 0& {p}_{2,r}& 0\\ {p}_{2,r}+{p}_{3,r}& 0& 0& 0& 0& {p}_{1,r}& 0& 0\\ 0& 0& 0& 0& 0& 0& {p}_{2,r}+{p}_{3,r}& {p}_{1,r}\\ 0& 0& 0& 0& 0& 0& 0& 1\end{array}\right].$$
  6. F

    Example for distribution of \({F}_{{k}_{1},{k}_{2},{k}_{3}}^{(n)}\)

For the case \(n=5,{k}_{1}={k}_{2}={k}_{3}=2\), the corresponding matrix \({\Lambda }_{r}={\Lambda }_{r}({F}_{\mathrm{2,2},2}^{(5)})\) is obtained as

$$\begin{array}{c}(0,N,N,\mathrm{0,0})\\ (0,N,N,\mathrm{1,0})\\ (0,N,N,\mathrm{0,1})\\ (0,N,Y,\mathrm{0,0})\\ (0,N,Y,\mathrm{1,0})\\ (0,N,Y,-\mathrm{1,0})\\ (0,Y,N,\mathrm{0,0})\\ (0,Y,N,\mathrm{1,0})\\ (0,Y,N,-\mathrm{1,0})\\ (1,N,N,\mathrm{0,0})\\ {E}_{a}\end{array}\left[\begin{array}{ccccccccccc}{p}_{3,r}& {p}_{1,r}& {p}_{2,r}& 0& 0& 0& 0& 0& 0& 0& 0\\ {p}_{3,r}& 0& {p}_{2,r}& 0& 0& 0& {p}_{1,r}& 0& 0& 0& 0\\ {p}_{3,r}& {p}_{1,r}& 0& {p}_{2,r}& 0& 0& 0& 0& 0& 0& 0\\ 0& {p}_{1,r}& 0& 0& {p}_{3,r}& {p}_{2,r}& 0& 0& 0& 0& 0\\ 0& {p}_{1,r}& {p}_{2,r}& 0& 0& 0& 0& 0& 0& {p}_{3,r}& 0\\ {p}_{3,r}& {p}_{1,r}& 0& 0& 0& {p}_{2,r}& 0& 0& 0& 0& 0\\ 0& 0& {p}_{2,r}& 0& 0& 0& 0& {p}_{3,r}& {p}_{1,r}& 0& 0\\ 0& {p}_{1,r}& {p}_{2,r}& 0& 0& 0& 0& 0& 0& {p}_{3,r}& 0\\ {p}_{3,r}& 0& {p}_{2,r}& 0& 0& 0& 0& 0& {p}_{1,r}& 0& 0\\ 0& 0& 0& 0& 0& 0& 0& 0& 0& {p}_{3,r}& {p}_{1,r}+{p}_{2,r}\\ 0& 0& 0& 0& 0& 0& 0& 0& 0& 0& 1\end{array}\right].$$

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Zhao, X., Song, Y., Wang, X. et al. Distributions of \(({k}_{1},{k}_{2},\dots ,{k}_{m})\)-runs with Multi-state Trials. Methodol Comput Appl Probab 24, 2689–2702 (2022). https://doi.org/10.1007/s11009-022-09948-z

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