Runs, scans and urn model distributions: A unified Markov chain approach

DOI10.1007/BF01856545zbMath0848.60021MaRDI QIDQ1915255

V. A. Alexandrou, Markos V. Koutras

Publication date: 8 October 1996

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

zbMATH Keywords

Markov chainsscan statisticssuccess runsdistributions of order \(k\)urn modelstriangular multidimensional recurrence relations

Mathematics Subject Classification ID

Combinatorial probability (60C05) Continuous-time Markov processes on discrete state spaces (60J27) Distribution theory (60E99)

Related Items (65)

A New Similarity Measure and Its Use in Determining the Number of Clusters in a Multivariate Data Set ⋮ On the distribution of the total number of run lengths ⋮ Joint distributions associated with patterns, successes and failures in a sequence of multi-state trials ⋮ Weak runs in sequences of binary trials ⋮ Joint distributions of runs in a sequence of higher-order two-state Markov trials ⋮ Binomial distribution of order \(k\) in a modified binary sequence ⋮ Scan statistic tail probability assessment based on process covariance and window size ⋮ A simple compound scan statistic useful for modeling insurance and risk management problems ⋮ Faster exact distributions of pattern statistics through sequential elimination of states ⋮ The \(m\)th longest runs of multivariate random sequences ⋮ Distributions of successions of arbitrary multisets ⋮ On a waiting time distribution in a sequence of Bernoulli trials ⋮ A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems ⋮ Discriminating membrane proteins using the joint distribution of length sums of success and failure runs ⋮ Minimal auxiliary Markov chains through sequential elimination of states ⋮ Non-parametric randomness tests based on success runs of fixed length ⋮ Corrected discrete approximations for multiple window scan statistics of one-dimensional Poisson processes ⋮ Multiple consecutive runs of multi-state trials: distributions of \(( k_1 , k_2 , \dots , k_\ell )\) patterns ⋮ Computing waiting time probabilities related to \((k_1, k_2, \dots, k_l)\) pattern ⋮ Distributions related to weak runs with a minimum and a maximum number of successes: a unified approach ⋮ Distributions of random variables involved in discrete censored δ-shock models ⋮ Bivariate Fibonacci polynomials of order \(k\) with statistical applications ⋮ Exact and asymptotic results for pattern waiting times ⋮ Modeling claim exceedances over thresholds. ⋮ Joint distributions of numbers of runs of specified lengths on directed trees ⋮ Optimal designs of multivariate synthetic |S| control chart based on median run length ⋮ Distributions of patterns of two successes separated by a string of \(k-2\) failures ⋮ On the distribution of the number of success runs in a continuous time Markov chain ⋮ Exact distribution of random order statistics and applications in risk management ⋮ Distributions of the minimum and the maximum of a random number of random variables ⋮ Joint distributions of numbers of occurrences of a discrete pattern and weak convergence of an empirical process for the pattern ⋮ Joint distributions of numbers of runs of specified lengths in a sequence of Markov dependent multistate trials ⋮ Counting certain binary strings ⋮ Distributions associated with general runs and patterns in hidden Markov models ⋮ Distribution of the length of the longest common subsequence of two multi-state biological sequences ⋮ Generalizations of runs and patterns distributions for 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increasing \(l\)-sequences in random permutations: A Markov chain approach ⋮ Formulae and recursions for the joint distributions of success runs of several lengths in a two-state Markov chain ⋮ Joint distributions of numbers of success runs of specified lengths in linear and circular se\-quences ⋮ On the number of overflown urns and excess balls in an allocation model with limited urn capacity ⋮ Binary consecutive covering arrays

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