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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
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
Citation:
A. A. Minakov, “Poisson approximation for the number of non-decreasing runs in Markov chains”, Mat. Vopr. Kriptogr., 9:2 (2018), 103–116
Linking options:
https://www.mathnet.ru/eng/mvk254https://doi.org/10.4213/mvk254 https://www.mathnet.ru/eng/mvk/v9/i2/p103
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