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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 2, Pages 438–445
(Mi tvp3057)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On the asymptotical behaviour of the maximum in a simple homogeneous Markov chain with large number of states
A. S. Ambrosimov Moscow
Abstract:
The paper deals with a sequence of series of trials forming a simple homogeneous Markov chain with transition probabilities
$$
\pi_{ij}=\frac{1}{k}+\frac{\alpha{ij}}{k\varphi(k)}.
$$
Here $k$ is the number of states, $\varphi(k)\to\infty$ as $k\to\infty$, $\displaystyle\max_{1\le i,j\le k}|\alpha_{ij}|=O(1)$. Limit distributions of $\displaystyle\rho=\max_{1\le i\le k}h_i$ as $n$ and $k\to\infty$ are investigated, where $h_i$ is the frequency of the $i$th state in $n$ trials.
Received: 28.05.1976
Citation:
A. S. Ambrosimov, “On the asymptotical behaviour of the maximum in a simple homogeneous Markov chain with large number of states”, Teor. Veroyatnost. i Primenen., 23:2 (1978), 438–445; Theory Probab. Appl., 23:2 (1979), 419–426
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https://www.mathnet.ru/eng/tvp3057 https://www.mathnet.ru/eng/tvp/v23/i2/p438
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Abstract page: | 170 | Full-text PDF : | 80 |
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