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Prikladnaya Diskretnaya Matematika. Supplement, 2022, Issue 15, Pages 11–13
DOI: https://doi.org/10.17223/2226308X/15/3
(Mi pdma568)
 

Theoretical Foundations of Applied Discrete Mathematics

The rate of normal approximation for the distribution of the number of multiple repetitions of characters in a stationary random sequence

V. G. Mikhailova, N. M. Mezhennayab

a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
b Bauman Moscow State Technical University
References:
Abstract: We study the asymptotic normality of the number of $r$-fold characters repetitions in a segment of length $n$ of a strictly stationary random sequence with values in a finite set that satisfies the uniformly strong mixing condition. It is shown that if there exists a number $\alpha> 0$ such that the uniformly strong mixing coefficient $\varphi(t)$ decreases as $t^{-6-\alpha}$, then the distance in the uniform metric between the distribution function of the standardized number of repetitions of multiplicity $r$ and the distribution function of the standard normal law decreases at a rate of $O(n^{-\delta})$ for any $\delta \in (0,\alpha (32+4\alpha)^{ -1})$ with increasing of segment length $n$.
Keywords: multiple repetitions, dependent random variables, uniformly strong mixing, normal approximation, convergence rate estimate.
Document Type: Article
UDC: 519.214
Language: Russian
Citation: V. G. Mikhailov, N. M. Mezhennaya, “The rate of normal approximation for the distribution of the number of multiple repetitions of characters in a stationary random sequence”, Prikl. Diskr. Mat. Suppl., 2022, no. 15, 11–13
Citation in format AMSBIB
\Bibitem{MikMez22}
\by V.~G.~Mikhailov, N.~M.~Mezhennaya
\paper The rate of normal approximation for the distribution of the number of multiple repetitions of characters in a stationary random sequence
\jour Prikl. Diskr. Mat. Suppl.
\yr 2022
\issue 15
\pages 11--13
\mathnet{http://mi.mathnet.ru/pdma568}
\crossref{https://doi.org/10.17223/2226308X/15/3}
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