A general large deviation principle for longest runs

DOI10.1016/J.SPL.2015.12.015zbMath1336.60057OpenAlexW2210101468MaRDI QIDQ273710

Zhenxia Liu, Xiangfeng Yang

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.12.015

zbMATH Keywords

Markov chainlarge deviation principleBernoulli trialslongest success run

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Related Items (7)

Large deviations for longest runs in Markov chains ⋮ On longest consecutive patterns in Markov chains ⋮ General large deviations of longest gaps in homogeneous Poisson processes ⋮ Limiting behaviors for longest consecutive switches in an IID Bernoulli sequence ⋮ LARGE DEVIATIONS FOR THE LONGEST GAP IN POISSON PROCESSES ⋮ Unnamed Item ⋮ An improvement on the large deviations for longest runs in Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviation behavior for the longest head run in an IID Bernoulli sequence
• On a new law of large numbers
• Runs in coin tossing: a general approach for deriving distributions for functionals
• On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials

This page was built for publication: A general large deviation principle for longest runs