Some results associated with the longest run in a strongly ergodic Markov chain

DOI10.1007/S10114-013-2549-6zbMath1274.05042OpenAlexW2066780163MaRDI QIDQ381064

Xian Yuan Wu, Ya Zhe Zhang

Publication date: 15 November 2013

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-013-2549-6

zbMATH Keywords

Poisson approximationStein-Chen methodlongest run

Mathematics Subject Classification ID

Combinatorial aspects of block designs (05B05) Finite automorphism groups of algebraic, geometric, or combinatorial structures (20B25) Combinatorial aspects of finite geometries (05B25)

Related Items (4)

Large deviations for longest runs in Markov chains ⋮ On longest consecutive patterns in Markov chains ⋮ Binomial approximation for sum of indicators with dependent neighborhoods ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Two moments suffice for Poisson approximations: The Chen-Stein method
• Longest runs in a sequence of \(m\)-dependent random variables
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• On the length of the longest run in a multi-state Markov chain.
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• Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains.
• Poisson Approximation for the Non-Overlapping Appearances of Several Words in Markov Chains
• On the Length of the Longest Head-Run for a Markov Chain with Two States
• An approximation theorem for sums of certain randomly selected indicators
• On Runs and Longest Run Tests: A Method of Finite Markov Chain Imbedding

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