On the length of the longest run in a multi-state Markov chain.
From MaRDI portal
Publication:1423235
DOI10.1016/S0167-7152(02)00432-7zbMath1116.60344MaRDI QIDQ1423235
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items
Some results associated with the longest run statistic in a sequence of Markov dependent trials ⋮ On longest consecutive patterns in Markov chains ⋮ Binomial approximation for sum of indicators with dependent neighborhoods ⋮ Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences ⋮ On the length of the longest head run ⋮ The Hausdorff dimension of level sets described by Erdős-Rényi average ⋮ Some results associated with the longest run in a strongly ergodic Markov chain ⋮ Long strange segments, ruin probabilities and the effect of memory on moving average processes ⋮ 1-dependent stationary sequences for some given joint distributions of two consecutive random variables ⋮ Limiting behaviors for longest consecutive switches in an IID Bernoulli sequence ⋮ Shortest and longest length of success runs in binary sequences ⋮ Distribution of runs in a sequence of exchangeable multi-state trials ⋮ On the distribution and expectation of success runs in nonhomogeneous Markov dependent trials ⋮ A test statistic for weighted runs ⋮ A note on runs of geometrically distributed random variables ⋮ Run Statistics Defined on the Multicolor URN Model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An extreme value theory for long head runs
- Erdős-Révész type bounds for the length of the longest run from a stationary mixing sequence
- Time intervals of constant sojourn of a homogeneous Markov chain in a fixed subset of states
- Two moments suffice for Poisson approximations: The Chen-Stein method
- Longest runs in a sequence of \(m\)-dependent random variables
- The limit distribution of the length of the longest head-run
- Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
- On a new law of large numbers
- Poisson Approximation for the Non-Overlapping Appearances of Several Words in Markov Chains
- Extreme Value Distribution for the Largest Cube in a Random Lattice
- Long repetitive patterns in random sequences
- On the longest run of coincidences
- On the Length of the Longest Head-Run for a Markov Chain with Two States
- On Runs and Longest Run Tests: A Method of Finite Markov Chain Imbedding
- On the field of combinatory analysis
This page was built for publication: On the length of the longest run in a multi-state Markov chain.
