Some applications of the stochastic theory of runs
Sibirskij žurnal industrialʹnoj matematiki, Tome 15 (2012) no. 3, pp. 111-123.

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We describe some natural characteristics of runs in binary Markov chains and their applications in different fileds. We calculate the distributions and the first moments of the functionals describing the characteristics. The distribution and the average of the number of runs and the maximum of its lengths enable us to forecast critical situations connected with the modeled processes. Specific examples of applications in natural sciences and humanities are given.
Keywords: mathematical modeling, dynamics, runs, crack.
Mots-clés : Markov chains, composites
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L. Ya. Savel'ev; S. V. Balakin. Some applications of the stochastic theory of runs. Sibirskij žurnal industrialʹnoj matematiki, Tome 15 (2012) no. 3, pp. 111-123. http://geodesic.mathdoc.fr/item/SJIM_2012_15_3_a10/

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