The compound Poisson distribution of the number of matches of values of a discrete function of $s$-tuples in segments of a sequence of random variables
A. M. Shoitov
Abstract:
For a sequence
$\mathbf X=\{X_1,\dots,X_n,\dots\}$ of independent identically distributed random variables, we construct the
$s$-tuples
$Y_i(s)=(X_i,\dots,X_{i+s-1})$,
$i=1,2,\dots,n$, and consider the random variables
$\mathbf F_i=f(Y_i(s))$,
$i=1,2,\dots$,
where
$f$ is a function defined on the set
$\mathbf R^s$ and taking non-negative integer values.
We consider the sequence
$\mathbf F=\{\mathbf F_1,\mathbf F_2,\dots\}$ and study two random variables, the variable
$$
\mathbf Z_n(\mathbf F)=\sum_{1\le i_1<i_2\le n}\mathbf I\{\mathbf F_{i_1}=\mathbf F_{i_2}\}
$$
equal to the number of matches of symbols on a segment of length
$n$ of the sequence
$\mathbf F$ (here
$\mathbf I\{\cdot\}$ stands for the indicator of a random event), and the variable
$$
\mathbf Z'_n(\mathbf F)=\sum_{1\le i_1<i_1+s\le i_2\le n}\mathbf I\{\mathbf F_{i_1}=\mathbf F_{i_2}\}
$$
equal to the number of matches of values of the function
$f$ of non-overlapping
$s$-tuples of a segment of the sequence
$\mathbf X$ of length
$n+s-1$.
With the use of the Stein method, we find sufficient conditions for the distribution of the random variables
$\mathbf Z_n(\mathbf F)$ and
$\mathbf Z'_n(\mathbf F)$ to converge to the compound Poisson law for the function
$f$ of a general form. As corollaries to these results we obtain both known and new limit theorems for the number of matches of values of a function of segments of sequences in a polynomial scheme for a series of particular types of the function
$f$.
UDC:
519.2 Received: 14.06.2006
DOI:
10.4213/dm16