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Diskretnaya Matematika, 2007, Volume 19, Issue 2, Pages 6–26
DOI: https://doi.org/10.4213/dm16
(Mi dm16)
 

The compound Poisson distribution of the number of matches of values of a discrete function of $s$-tuples in segments of a sequence of random variables

A. M. Shoitov
References:
Abstract: For a sequence $\mathbf X=\{X_1,\dots,X_n,\dots\}$ of independent identically distributed random variables, we construct the $s$-tuples $Y_i(s)=(X_i,\dots,X_{i+s-1})$, $i=1,2,\dots,n$, and consider the random variables $\mathbf F_i=f(Y_i(s))$, $i=1,2,\dots$, where $f$ is a function defined on the set $\mathbf R^s$ and taking non-negative integer values.
We consider the sequence $\mathbf F=\{\mathbf F_1,\mathbf F_2,\dots\}$ and study two random variables, the variable
$$ \mathbf Z_n(\mathbf F)=\sum_{1\le i_1<i_2\le n}\mathbf I\{\mathbf F_{i_1}=\mathbf F_{i_2}\} $$
equal to the number of matches of symbols on a segment of length $n$ of the sequence $\mathbf F$ (here $\mathbf I\{\cdot\}$ stands for the indicator of a random event), and the variable
$$ \mathbf Z'_n(\mathbf F)=\sum_{1\le i_1<i_1+s\le i_2\le n}\mathbf I\{\mathbf F_{i_1}=\mathbf F_{i_2}\} $$
equal to the number of matches of values of the function $f$ of non-overlapping $s$-tuples of a segment of the sequence $\mathbf X$ of length $n+s-1$.
With the use of the Stein method, we find sufficient conditions for the distribution of the random variables $\mathbf Z_n(\mathbf F)$ and $\mathbf Z'_n(\mathbf F)$ to converge to the compound Poisson law for the function $f$ of a general form. As corollaries to these results we obtain both known and new limit theorems for the number of matches of values of a function of segments of sequences in a polynomial scheme for a series of particular types of the function $f$.
Received: 14.06.2006
English version:
Discrete Mathematics and Applications, 2007, Volume 17, Issue 3, Pages 209–230
DOI: https://doi.org/10.1515/dma.2007.017
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. M. Shoitov, “The compound Poisson distribution of the number of matches of values of a discrete function of $s$-tuples in segments of a sequence of random variables”, Diskr. Mat., 19:2 (2007), 6–26; Discrete Math. Appl., 17:3 (2007), 209–230
Citation in format AMSBIB
\Bibitem{Sho07}
\by A.~M.~Shoitov
\paper The compound Poisson distribution of the number of matches of values of a~discrete function of $s$-tuples in segments of a~sequence of random variables
\jour Diskr. Mat.
\yr 2007
\vol 19
\issue 2
\pages 6--26
\mathnet{http://mi.mathnet.ru/dm16}
\crossref{https://doi.org/10.4213/dm16}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2357154}
\zmath{https://zbmath.org/?q=an:05233538}
\elib{https://elibrary.ru/item.asp?id=9577323}
\transl
\jour Discrete Math. Appl.
\yr 2007
\vol 17
\issue 3
\pages 209--230
\crossref{https://doi.org/10.1515/dma.2007.017}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34547661977}
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