Abstract: This paper considers the waiting time problems of pattern S₀ and S₁ in a Markov dependent sequence. The probability functions and the probability generating functions of the sooner and later waiting time between pattern S₀ and pattern S₁ are obtained. Also obtained are the probability functions and the probability generating functions of the waiting times of patterns S₀ and S₁.

Key words: sooner and later waiting time, Markov chain, pattern, sooner and later waiting time, Markov chain