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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
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
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
Linking options:
https://www.mathnet.ru/eng/dm16https://doi.org/10.4213/dm16 https://www.mathnet.ru/eng/dm/v19/i2/p6
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Abstract page: | 922 | Full-text PDF : | 411 | References: | 52 | First page: | 8 |
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