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JOURNALS // Matematicheskie Voprosy Kriptografii [Mathematical Aspects of Cryptography] // Archive

Mat. Vopr. Kriptogr., 2015 Volume 6, Issue 3, Pages 117–133 (Mi mvk163)

This article is cited in 8 papers

On multiple repetitions of long tuples in a Markov chain

V. G. Mikhailova, A. M. Shoitovb

a Steklov Mathematical Institute of RAS, Moscow
b Academy of Cryptography of the Russian Federation, Moscow

Abstract: Let $X_0,X_1,\dots$ be a simple ergodic Markov chain with $N$ states and $\tilde\xi_{n,k}^{(m)}(s)$ be the number of $m$-series of $k$-repetitions of $s$-tuples in the chain segment $X_0,X_1,\dots,X_{n+s+m}$. The sufficient conditions for the distribution of the vector $\tilde\Xi_{n,k,M}(s)=(\tilde\xi_{n,k}^{(1)}(s),\dots,\tilde\xi_{n,k}^{(M)}(s))$ to converge to the multidimensional Poisson distribution are found. This permits to prove limit theorems for the distributions of some random variables connected with $\tilde\Xi_{n,k,M}(s)$.

Key words: Markov chain, multiple repetitions of tuples, multidimensional Poisson limit theorem.

UDC: 519.212.2+519.214

Received 02.VI.2015

DOI: 10.4213/mvk163



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