Approximate probabilities for runs and patterns in i.i.d. and Markov-dependent multistate trials

DOI10.1239/aap/1240319586zbMath1166.60008OpenAlexW2054274631MaRDI QIDQ3625656

Brad C. Johnson, James C. Fu

Publication date: 6 May 2009

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1240319586

zbMATH Keywords

finite Markov chain imbeddingrate functionsmultistate trial

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (8)

On limiting theorems for conditional causation probabilities of multiple-run-rules ⋮ On coupon collector's and Dixie cup problems under fixed and random sample size sampling schemes ⋮ Approximations related to the sums of \(m\)-dependent random variables ⋮ Exact and asymptotic results for pattern waiting times ⋮ Approximating the extreme right-hand tail probability for the distribution of the number of patterns in a sequence of multi-state trials ⋮ Power of discrete scan statistics: a finite Markov chain imbedding approach ⋮ ESTIMATOR FOR THE DISTRIBUTION OF THE NUMBERS OF RUNS IN A RANDOM SEQUENCE CONTROLLED BY STATIONARY MARKOV CHAIN ⋮ Approximating the distributions of runs and patterns

Cites Work

• Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
• Poisson approximations for runs and patterns of rare events
• Distribution Theory of Runs: A Markov Chain Approach
• On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials
• Improved Poisson approximations for word patterns
• Compound poisson approximation in systems reliability
• A Theorem Concerning the Distribution of Joins between Line Segments
• On a Test Whether Two Samples are from the Same Population
• The Distribution Theory of Runs
• On the Theory of Runs with some Applications to Quality Control
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