A simple proof of the formula of Solov'ev--Nielsen--Blom for the expected waiting time
Yuuya Yoshida

TL;DR
This paper provides a straightforward combinatorial proof of the well-known formula for the expected waiting time until a specific pattern appears in random data, simplifying previous complex proofs.
Contribution
It introduces a simple combinatorial proof of the Solov'ev--Nielsen--Blom formula, making the result more accessible and easier to understand.
Findings
Simplified proof of the expected waiting time formula
Clarification of combinatorial aspects of pattern occurrence
Enhanced understanding of pattern waiting time calculations
Abstract
Solov'ev (1966), Nielsen (1973), and Blom (1982) independently showed a formula for the expected waiting time until a given finite pattern first occurs in random data. In this paper, we give a simple and combinatorial proof of the formula.
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Taxonomy
TopicsStochastic processes and financial applications · Matrix Theory and Algorithms · Quantum chaos and dynamical systems
