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JOURNALS // Diskretnaya Matematika // Archive

Diskr. Mat., 2015 Volume 27, Issue 4, Pages 67–78 (Mi dm1348)

This article is cited in 13 papers

Estimates of accuracy of the Poisson approximation for the distribution of number of runs of long string repetitions in a Markov chain

Vladimir G. Mikhaylov

Steklov Mathematical Institute of RAS

Abstract: Let $X_0,X_1,\ldots$ be a simple ergodic Markov chain with a finite set of states and $\tilde\xi_{n,k}(s)$ be a number of runs of $k$-fold repetitions of strings having length $s$. Estimates of accuracy of the Poisson approximation for the distribution of $\xi_{n,k}(s)$ in the sequence $X_0,X_1,\ldots,X_{n+s-1}$ are obtained, these estimates are uniform over $k$. \def\acknowledgementname{Funding

Keywords: Markov chain, $k$-fold repetitions of $s$-strings, accuracy of the Poisson approximation.

UDC: 519.212.2

Received: 30.10.2015

DOI: 10.4213/dm1348


 English version:
Discrete Mathematics and Applications, 2016, 26:2, 105–113

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