On the tail probability of the longest well-matching run.

DOI10.1016/S0167-7152(03)00091-9zbMath1116.60302MaRDI QIDQ1423179

D. Massart

Publication date: 14 February 2004

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

zbMATH Keywords

Markov chain embedding; \(k\)-Interrupted run; Run test

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60C05: Combinatorial probability