Asymptotic independence of three statistics of maximal segmental scores

DOI10.1016/j.spl.2015.01.015zbMath1348.60031arXiv1402.5858OpenAlexW2803708677MaRDI QIDQ2344886

Aleksandar Mijatović, Martijn R. Pistorius

Publication date: 18 May 2015

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

Full work available at URL: https://arxiv.org/abs/1402.5858

zbMATH Keywords

asymptotic independencerandom walklimit lawasymptotic overshootmaximal segmental scores

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

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• Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
• Detecting a Changed Segment in DNA Sequences
• Applied Probability and Queues
• Extreme Values in the GI/G/1 Queue

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