Longest runs in a sequence of \(m\)-dependent random variables
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Publication:1182493
DOI10.1007/BF01192057zbMath0739.60043MaRDI QIDQ1182493
Publication date: 28 June 1992
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)
Related Items (13)
Binomial approximation for sum of indicators with dependent neighborhoods ⋮ On the length of the longest head run ⋮ The Hausdorff dimension of level sets described by Erdős-Rényi average ⋮ Some results associated with the longest run in a strongly ergodic Markov chain ⋮ Long strange segments, ruin probabilities and the effect of memory on moving average processes ⋮ 1-dependent stationary sequences for some given joint distributions of two consecutive random variables ⋮ On the length of the longest run in a multi-state Markov chain. ⋮ Runs in continuous-valued sequences ⋮ On the strong law of large numbers for sums over increasing runs ⋮ A note on runs of geometrically distributed random variables ⋮ On the asymptotics of the number of binary words with a given length of a maximal series ⋮ On the length of the longest increasing run in \(\mathbb{R}^d\) ⋮ Strong laws for the maximal gain over increasing runs
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- The Erdős-Rényi law in distribution, for coin tossing and sequence matching
- Three problems on the lengths of increasing runs
- An extreme value theory for long head runs
- Erdős-Révész type bounds for the length of the longest run from a stationary mixing sequence
- Time intervals of constant sojourn of a homogeneous Markov chain in a fixed subset of states
- Two moments suffice for Poisson approximations: The Chen-Stein method
- Limiting behavior of a process of runs
- On a new law of large numbers
- Long repetitive patterns in random sequences
- Success runs in a two-state Markov chain
- On the field of combinatory analysis
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