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

DOI10.1239/AAP/1240319586zbMATH Open1166.60008OpenAlexW2054274631MaRDI QIDQ3625656FDOQ3625656

Authors: 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

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• scientific article; zbMATH DE number 947423
• Distribution and double generating function of number of patterns in a sequence of Markov dependent multistate trials

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)

Cites Work

• Distribution theory of runs and patterns and its applications. A finite Markov chain imbedding approach
• 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
• Title not available (Why is that?)
• The Distribution Theory of Runs
• On a Test Whether Two Samples are from the Same Population
• Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
• Poisson approximations for runs and patterns of rare events
• Improved Poisson approximations for word patterns
• On the Theory of Runs with some Applications to Quality Control
• Compound poisson approximation in systems reliability
• A Theorem Concerning the Distribution of Joins between Line Segments

Cited In (12)

• On the normal approximation for the distribution of the number of simple or compound patterns in a random sequence of multi-state trials
• Exact and asymptotic results for pattern waiting times
• An algorithm to compute the probability of a run in binary fourth-order Markovian trials.
• On limiting theorems for conditional causation probabilities of multiple-run-rules
• Approximations related to the sums of \(m\)-dependent random variables
• On coupon collector's and Dixie cup problems under fixed and random sample size sampling schemes
• 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
• Generalizations of runs and patterns distributions for sequences of binary trials
• Approximating the extreme right-hand tail probability for the distribution of the number of patterns in a sequence of multi-state trials
• A negative binomial approximation to the distribution of the sum of maxima of indicator random variables

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