Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129654 | Statistics & Probability Letters | 2017 | 4 Pages |
Abstract
We evaluate the accuracy of approximation to the distribution of the length of the longest head run in a Markov chain with a discrete state space. An estimate of the accuracy of approximation in terms of the total variation distance is established for the first time.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
S.Y. Novak,