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This article is cited in 8 scientific papers (total in 8 papers)
On multiple repetitions of long tuples in a Markov chain
V. G. Mikhailova, A. M. Shoitovb a Steklov Mathematical Institute of RAS, Moscow
b Academy of Cryptography of the Russian Federation, Moscow
Abstract:
Let $X_0,X_1,\dots$ be a simple ergodic Markov chain with $N$ states and $\tilde\xi_{n,k}^{(m)}(s)$ be the number of $m$-series of $k$-repetitions of $s$-tuples in the chain segment $X_0,X_1,\dots,X_{n+s+m}$. The sufficient conditions for the distribution of the vector $\tilde\Xi_{n,k,M}(s)=(\tilde\xi_{n,k}^{(1)}(s),\dots,\tilde\xi_{n,k}^{(M)}(s))$ to converge to the multidimensional Poisson distribution are found. This permits to prove limit theorems for the distributions of some random variables connected with $\tilde\Xi_{n,k,M}(s)$.
Key words:
Markov chain, multiple repetitions of tuples, multidimensional Poisson limit theorem.
Received 02.VI.2015
Citation:
V. G. Mikhailov, A. M. Shoitov, “On multiple repetitions of long tuples in a Markov chain”, Mat. Vopr. Kriptogr., 6:3 (2015), 117–133
Linking options:
https://www.mathnet.ru/eng/mvk163https://doi.org/10.4213/mvk163 https://www.mathnet.ru/eng/mvk/v6/i3/p117
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Abstract page: | 536 | Full-text PDF : | 241 | References: | 70 | First page: | 5 |
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