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JOURNALS // Diskretnaya Matematika // Archive

Diskr. Mat., 2014 Volume 26, Issue 3, Pages 79–89 (Mi dm1292)

This article is cited in 13 papers

On repetitions of long tuples in a Markov chain

V. G. Mikhailova, A. M. Shoitovb

a Steklov Mathematical Institute of Russian Academy of Sciences
b Academy of Criptography of Russia

Abstract: Let $X_0,X_1,\ldots$ be a simple ergodic finite Markov chain. We prove limit theorems for the distribution of the number $\tilde\xi(s,n)$ of events
$$\{X_{i-1}\ne X_{j-1},\ X_{i+k}= X_{j+k},\ k=0,\ldots,s-1\},\quad 1\le i<j\le n,$$
when $s,n\to\infty$. Limit theorems for distributions of some random variables connected with $\tilde\xi(s,n)$ are derived as corollaries.

Keywords: Markov chain, repetitions of tuples, Poisson limit theorem.

UDC: 519.212.2+519.214

Received: 17.02.2014

DOI: 10.4213/dm1292


 English version:
Discrete Mathematics and Applications, 2015, 25:5, 295–303

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