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

Mat. Vopr. Kriptogr., 2018 Volume 9, Issue 2, Pages 103–116 (Mi mvk254)

This article is cited in 1 paper

Poisson approximation for the number of non-decreasing runs in Markov chains

A. A. Minakov

MIREA — Russian Technological University, Moscow

Abstract: Let a sequence $X_1, X_2, \dots, X_n$ be a segment of a stationary irreducible and aperiodic Markov chain with state space $\mathcal{A} = \{1,\dots, N\}$, $N \geqslant 2$. We study the non-overlapping appearances of non-decreasing runs in the sequence $X_1, X_2, \dots, X_n$. By means of Stein method we estimate the total variation distance between the distribution of the number of non-overlapping appearances of non-decreasing monotone runs and the Poisson distribution. As a corollary we prove corresponding limit theorem.

Key words: non-decreasing runs, Poisson approximation, Stein method, Markov chain, Jordan normal form, upper triangular matrix.

UDC: 519.212.2

Received 05.II.2017

Language: English

DOI: 10.4213/mvk254



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