On runs, bivariate Poisson mixtures and distributions that arise in Bernoulli arrays (Q743082)

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On runs, bivariate Poisson mixtures and distributions that arise in Bernoulli arrays
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    On runs, bivariate Poisson mixtures and distributions that arise in Bernoulli arrays (English)
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    22 September 2014
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    The paper under review considers the numbers of runs of length \(2\) in Bernoulli arrays \(\{ X_{k,j}: k \geq 1,\;j=1,\dots, r+1\}\), where the rows \((X_{k,1}, \dots, X_{k,r+1})\) are independently distributed as \(\text{Multinomial} (1,p_{k,1},\dots,p_{k,r+1})\) for \(k \geq 1\) with \(p_{k,1}=\dots=p_{k,r}\). Let \(\underline{S}_n=(S_{n,1},\dots,S_{n,r})\), \(\underline{S}=\lim_{n\rightarrow \infty} \underline{S}_n\), \( T_n=\sum_{j=1}^r S_{n,j}\), and \( T=\lim_{n \rightarrow \infty} T_n\), where \(S_{n,j} = \sum_{k=1}^n X_{k,j} X_{k+1,j}\). The probability generating function \(\psi_{n,p_1,p_2,\dots,p_{n+1}}^r (u)\) of \(T_n\) is shown to be \[ \psi_{n,p_1,p_2,\dots,p_{n+1}}^r (u) = \psi_{n,rp_1,rp_2,\dots,rp_{n+1}}^1 (1+\frac{u-1}{r}), \quad 0 \leq u \leq 1, \] where \(\psi_{n,rp_1,rp_2,\dots,rp_{n+1}}^1(u)\) is the probability generating function of \(S_n' = \sum_{k=1}^n X_k X_{k+1}\) with \(X_k \sim^{\mathrm{ind}.} \text{Ber}(rp_k)\), \(k \geq 1\). This result applies to \(T=\lim_{n \rightarrow \infty} T_n\) by replacing \(T_n\) by \(T\), \(S_n'\) by \(S'=\lim_{n \rightarrow \infty} S_n'\), and taking \(n \rightarrow \infty\) for \(-1 \leq u \leq 1\). Moreover, the probability generating functions of \(\underline{S}_n\), \(n \geq 1\), and \(\underline{S}\) in case of \(r=2\) with \(p_k=\frac{1}{b+k}, b \geq 1\), are given.
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    arrays
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    Bernoulli
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    binomial moments
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    Dirichlet
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    multinomial
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    Poisson distribution
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    Poisson mixtures
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    runs
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