کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148873 957854 2013 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Central Limit Theorem approximations for the number of runs in Markov-dependent binary sequences
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Central Limit Theorem approximations for the number of runs in Markov-dependent binary sequences
چکیده انگلیسی

We consider Markov-dependent binary sequences and study various types of success runs (overlapping, non-overlapping, exact, etc.) by examining additive functionals based on state visits and transitions in an appropriate Markov chain. We establish a multivariate Central Limit Theorem for the number of these types of runs and obtain its covariance matrix by means of the recurrent potential matrix of the Markov chain. Explicit expressions for the covariance matrix are given in the Bernoulli and a simple Markov-dependent case by expressing the recurrent potential matrix in terms of the stationary distribution and the mean transition times in the chain. We also obtain a multivariate Central Limit Theorem for the joint number of non-overlapping runs of various sizes and give its covariance matrix in explicit form for Markov dependent trials.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 143, Issue 2, February 2013, Pages 321–333
نویسندگان
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