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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2001 Volume 46, Issue 4, Pages 713–723 (Mi tvp3796)

This article is cited in 15 papers

Estimate of the Accuracy of the Compound Poisson Approximation for the Distribution of the Number of Matching Patterns

V. G. Mikhailov

Steklov Mathematical Institute, Russian Academy of Sciences

Abstract: Let $X_1,\dots,X_m$ and $Y_1,\dots,Y_n$ be two sequences of independent identically distributed random variables taking on values $1,2,\dots$ . By means of a particular version of the Stein method we construct an estimate of the accuracy of approximation for the distribution of the number of matching patterns of outcomes $X_i,\dots,X_{i+s-1}$ of a given length $s$ in the first sequence with the patterns of outcomes $Y_j,\dots,Y_{j+s-1}$ in the second sequence. The approximating distribution is the distribution of the sum of Poisson number of independent random variables with geometric distribution.

Keywords: long repetitions, coincidence of words, estimates of accuracy of the Poisson approximation, compound Poisson distribution, Stein method, Chen–Stein method.

Received: 29.12.1998
Revised: 05.07.1999

DOI: 10.4213/tvp3796


 English version:
Theory of Probability and its Applications, 2002, 46:4, 667–675

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