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Prikladnaya Diskretnaya Matematika, 2022, Number 58, Pages 15–21
DOI: https://doi.org/10.17223/20710410/58/2
(Mi pdm781)
 

Theoretical Backgrounds of Applied Discrete Mathematics

About the rate of normal approximation for the distribution of the number of repetitions in a stationary discrete random sequence

V. G. Mikhailova, N. M. Mezhennayab

a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russia
b Bauman Moscow State Technical University, Moscow, Russia
References:
Abstract: The paper presents the problem of asymptotic normality of the number of $r$-fold repetitions of characters in a segment of a (strictly) stationary discrete random sequence on the set $\{1,2,\ldots,N\}$ with the uniformly strong mixing property. It is shown that in the case when the uniformly strong mixing coefficient $\varphi(t)$ for an arbitrarily given $\alpha> 0$ decreases as $t^{-6-\alpha}$, then the distance in the uniform metric between the distribution function of the number of repetitions and the distribution function of the standard normal law decreases at a rate of $O(n^{-\delta})$ with increasing sequence length $n$ for any $\delta \in (0;\alpha (32+4\alpha)^{-1 }))$.
Keywords: normal approximation, number of multiple repetitions, stationary random sequence, uniformly strong mixing, distance in uniform metric.
Bibliographic databases:
Document Type: Article
UDC: 519.214
Language: Russian
Citation: V. G. Mikhailov, N. M. Mezhennaya, “About the rate of normal approximation for the distribution of the number of repetitions in a stationary discrete random sequence”, Prikl. Diskr. Mat., 2022, no. 58, 15–21
Citation in format AMSBIB
\Bibitem{MikMez22}
\by V.~G.~Mikhailov, N.~M.~Mezhennaya
\paper About the rate of normal approximation for~the~distribution of the number of repetitions in~a~stationary discrete random sequence
\jour Prikl. Diskr. Mat.
\yr 2022
\issue 58
\pages 15--21
\mathnet{http://mi.mathnet.ru/pdm781}
\crossref{https://doi.org/10.17223/20710410/58/2}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4542114}
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