Home Estimates of accuracy of the Poisson approximation for the distribution of number of runs of long string repetitions in a Markov chain
Article
Licensed
Unlicensed Requires Authentication

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 EMAIL logo
Published/Copyright: April 26, 2016

Abstract

Let X0, X1, … be a simple ergodic Markov chain with a finite set of states and ξ̃n, 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 ξn, k(s) in the sequence X0, X1, …, Xn+s−1 are obtained, these estimates are uniform over k.


Originally published in Diskretnaya Matematika (2015) 27,.4, 67–78 (in Russian)


Award Identifier / Grant number: 14-50-00005

Funding statement: This work was supported by the Russian Science Foundation under grant no. 14-50-00005

Acknowledgment

The author is thankful to A.M. Zubkov and A.M. Shoytov for their interest for this work and useful comments.

References

[1] Belyaev P.F., “On the problem of the joint distribution of frequencies of s-tuples in compound Markov chains with a large number of states”, Theory Probab. Appl., 14: 2 (1969), 324–330.10.1137/1114041Search in Google Scholar

[2] Zubkov A.M., Mikhaylov V.G., “Limit distributions of random variables associated with long duplications in a sequence of independent trials”, Theory Probab. Appl., 19: 1 (1974), 172–179.10.1137/1119017Search in Google Scholar

[3] Zubkov A.M., Mikhaylov V.G., “Repetitions of s-tuples in a sequence of independent trials”, Theory Probab. Appl., 24: 2 (1980), 269–282.10.1137/1124034Search in Google Scholar

[4] Mikhaylov V.G., “Limit distribution of random variables associated with multiple long duplications in a sequence of independent trials”, Theory Probab. Appl., 19: 1 (1974), 180–184.10.1137/1119018Search in Google Scholar

[5] Hansen N.R., “Local alignment of Markov chains”, Ann. Appl. Probab., 16: 3 (2006), 1262–1296.10.1214/105051606000000321Search in Google Scholar

[6] Belyaev P.F., “On the problem of the joint distribution of frequencies of s-tuples in compound Markov chains with a large number of states”, Theory Probab. Appl., 14: 2 (1969), 324–330.10.1137/1114041Search in Google Scholar

[7] Belyaev P.F., “On the joint frequency distribution of outcomes in Markov chains with a large number of states”, Theory Probab. Appl., 22: 3 (1978), 521–532.10.1137/1122062Search in Google Scholar

[8] Zubkov A.M., “Inequalities for transition probabilities with taboos and their applications”, Math. USSR-Sb., 37: 4 (1980), 451–588.10.1070/SM1980v037n04ABEH001981Search in Google Scholar

[9] Mikhaylov V.G., Shoytov A.M., “On repetitions of long tuples in a Markov chain”, Discrete Math. Appl., 25: 5 (2015), 295–303.10.1515/dma-2015-0028Search in Google Scholar

[10] Mikhaylov V.G., Shoytov A.M., “On multiple repetitions of long tuples in a Markov chain”, Mat. Vopr. Kriptogr., 6: 3 (2015), 117–133 (in Russian).10.4213/mvk163Search in Google Scholar

[11] Gantmacher F.R., The Theory of Matrices. vol. 1 and vol. 2, Chelsea Publishing Company, New York, 1959, vol. 1: x+374 pp. vol. 2: x+277 pp. pp.Search in Google Scholar

[12] Shoytov A.M., “The Poisson approximation for the number of matches of values of a discrete function from chains”, Discrete Math. Appl., 15: 3 (2005), 241–254.10.1515/156939205774464512Search in Google Scholar

[13] Barbour A.D., Holst L., Janson S., Poisson Approximation, Oxford University Press, 1992, 277 pp.10.1093/oso/9780198522355.001.0001Search in Google Scholar

[14] Erhardsson T., “Stein’s method for Poisson and compound Poisson approximation”, In “An introduction to Stein’s method”, eds. Barbour A. D., Chen L. H. Y., Singapore Univ. Press, 2005, 61–113.10.1142/9789812567680_0002Search in Google Scholar

Received: 2015-7-7
Published Online: 2016-4-26
Published in Print: 2016-4-1

2016 Walter de Gruyter GmbH, Berlin/Boston

Downloaded on 27.9.2025 from https://www.degruyterbrill.com/document/doi/10.1515/dma-2016-0008/html
Scroll to top button