The exact and limiting distributions for the number of successes in success runs within a sequence of Markov-dependent two-state trials

DOI10.1023/A:1022451015903zbMATH Open1067.60064MaRDI QIDQ1870341FDOQ1870341

Authors: James C. Fu, W. Y. Wendy Lou, Gang Li, Zhidong Bai 

Publication date: 11 May 2003

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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• Limit theorems for the number of occurrences of consecutive k successes in n Markovian trials
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zbMATH Keywords

runs and patternstransition probability matrixFinite Markov chain imbedding

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (12)

• Faster exact distributions of pattern statistics through sequential elimination of states
• Success run statistics defined on an urn model
• On success runs of a fixed length in Bernoulli sequences: exact and asymptotic results
• On success runs of length exceeded a threshold
• On runs of length exceeding a threshold: normal approximation
• Error estimation for nonoverlapping success runs with length \(k\) via Stein-Chen method
• Central Limit Theorem Approximations for the Number of Runs in Markov-dependent Multi-type Sequences
• The exact joint distribution of the sum of heads and apparent size statistics of a ``tandem repeats finder algorithm
• Limit theorems for the number of occurrences of consecutive k successes in n Markovian trials
• Distribution of the number of successes in success runs of length at least \(k\) in higher-order Markovian sequences
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