Continuous, Discrete, and Conditional Scan Statistics

DOI10.1239/jap/1331216842zbMath1236.60016OpenAlexW2096738650MaRDI QIDQ5388749

Tung-Lung Wu, James C. Fu, W. Y. Wendy Lou

Publication date: 20 April 2012

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1331216842

zbMATH Keywords

Poisson processrandom permutationscan statisticsMarkov chain imbedding

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (14)

A new adaptive procedure for multiple window scan statistics ⋮ A family of induced distributions ⋮ A simple compound scan statistic useful for modeling insurance and risk management problems ⋮ Corrected discrete approximations for multiple window scan statistics of one-dimensional Poisson processes ⋮ Approximations of distributions of scan statistics of inhomogeneous Poisson processes ⋮ One dimensional scan statistics generated by some dependent stationary sequences ⋮ On the distribution of the number of success runs in a continuous time Markov chain ⋮ Exact distribution of random order statistics and applications in risk management ⋮ Power of discrete scan statistics: a finite Markov chain imbedding approach ⋮ Discrete, Continuous and Conditional Multiple Window Scan Statistics ⋮ Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic ⋮ Asymptotic results for the multiple scan statistic ⋮ New maximal inequalities for N-demimartingales with scan statistic applications ⋮ Conditional waiting time distributions of runs and patterns and their applications

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