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Matematicheskie Voprosy Kriptografii [Mathematical Aspects of Cryptography], 2018, Volume 9, Issue 2, Pages 103–116
DOI: https://doi.org/10.4213/mvk254
(Mi mvk254)
 

This article is cited in 1 scientific paper (total in 1 paper)

Poisson approximation for the number of non-decreasing runs in Markov chains

A. A. Minakov

MIREA — Russian Technological University, Moscow
Full-text PDF (188 kB) Citations (1)
References:
Abstract: Let a sequence $X_1, X_2, \dots, X_n$ be a segment of a stationary irreducible and aperiodic Markov chain with state space $\mathcal{A} = \{1,\dots, N\}$, $N \geqslant 2$. We study the non-overlapping appearances of non-decreasing runs in the sequence $X_1, X_2, \dots, X_n$. By means of Stein method we estimate the total variation distance between the distribution of the number of non-overlapping appearances of non-decreasing monotone runs and the Poisson distribution. As a corollary we prove corresponding limit theorem.
Key words: non-decreasing runs, Poisson approximation, Stein method, Markov chain, Jordan normal form, upper triangular matrix.
Received 05.II.2017
Bibliographic databases:
Document Type: Article
UDC: 519.212.2
Language: English
Citation: A. A. Minakov, “Poisson approximation for the number of non-decreasing runs in Markov chains”, Mat. Vopr. Kriptogr., 9:2 (2018), 103–116
Citation in format AMSBIB
\Bibitem{Min18}
\by A.~A.~Minakov
\paper Poisson approximation for the number of non-decreasing runs in Markov chains
\jour Mat. Vopr. Kriptogr.
\yr 2018
\vol 9
\issue 2
\pages 103--116
\mathnet{http://mi.mathnet.ru/mvk254}
\crossref{https://doi.org/10.4213/mvk254}
\elib{https://elibrary.ru/item.asp?id=35276442}
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  • https://doi.org/10.4213/mvk254
  • https://www.mathnet.ru/eng/mvk/v9/i2/p103
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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