Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains. (Q1884831): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aoap/1019487356 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2035927204 / rank | |||
Normal rank | |||
Revision as of 20:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains. |
scientific article |
Statements
Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains. (English)
0 references
27 October 2004
0 references
The author studies the number of overlapping occurrences up to a fixed time of one or more `rare' patterns in a stationary, finite state Markov chain. He derives a bound for the total variation distance between the distribution of this quantity and a compound Poisson distribution, using his general results [Ann. Probab. 27, 565--596 (1999; Zbl 0942.60007)]. In general, the bound can be computed by solving five linear equation systems of dimension at most the number of states plus the sum of the lengths of the patterns. A number of explicit applications are also given.
0 references
