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JOURNALS // Prikladnaya Diskretnaya Matematika // Archive

Prikl. Diskr. Mat., 2022 Number 58, Pages 15–21 (Mi pdm781)

Theoretical Backgrounds of Applied Discrete Mathematics

About the rate of normal approximation for the distribution of the number of repetitions in a stationary discrete random sequence

V. G. Mikhailova, N. M. Mezhennayab

a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russia
b Bauman Moscow State Technical University, Moscow, Russia

Abstract: The paper presents the problem of asymptotic normality of the number of $r$-fold repetitions of characters in a segment of a (strictly) stationary discrete random sequence on the set $\{1,2,\ldots,N\}$ with the uniformly strong mixing property. It is shown that in the case when the uniformly strong mixing coefficient $\varphi(t)$ for an arbitrarily given $\alpha> 0$ decreases as $t^{-6-\alpha}$, then the distance in the uniform metric between the distribution function of the number of repetitions and the distribution function of the standard normal law decreases at a rate of $O(n^{-\delta})$ with increasing sequence length $n$ for any $\delta \in (0;\alpha (32+4\alpha)^{-1 }))$.

Keywords: normal approximation, number of multiple repetitions, stationary random sequence, uniformly strong mixing, distance in uniform metric.

UDC: 519.214

DOI: 10.17223/20710410/58/2



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© Steklov Math. Inst. of RAS, 2026