  This paper gives a method for computing distributions associated with
patterns in the state sequence of a hidden Markov model, conditional on
observing all or part of the observation sequence. Probabilities are computed
for very general classes of patterns (competing patterns and generalized later
patterns), and thus, the theory includes as special cases results for a large
class of problems that have wide application. The unobserved state sequence is
assumed to be Markovian with a general order of dependence. An auxiliary Markov
chain is associated with the state sequence and is used to simplify the
computations. Two examples are given to illustrate the use of the methodology.
Whereas the first application is more to illustrate the basic steps in applying
the theory, the second is a more detailed application to DNA sequences, and
shows that the methods can be adapted to include restrictions related to
biological knowledge.
