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

DOI10.1239/AAP/1240319586MaRDI QIDQ3625656zbMATH OpenOpenAlexFDO

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

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)

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• On the normal approximation for the distribution of the number of simple or compound patterns in a random sequence of multi-state trials
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Cites work

• scientific article; zbMATH DE number 3127542 (Why is no real title available?)
• A Theorem Concerning the Distribution of Joins between Line Segments
• Compound poisson approximation in systems reliability
• Distribution Theory of Runs: A Markov Chain Approach
• Distribution theory of runs and patterns and its applications. A finite Markov chain imbedding approach
• Improved Poisson approximations for word patterns
• On a Test Whether Two Samples are from the Same Population
• On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials
• On the Theory of Runs with some Applications to Quality Control
• Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
• Poisson approximations for runs and patterns of rare events
• The Distribution Theory of Runs

Cited in

(12)

• Power of discrete scan statistics: a finite Markov chain imbedding approach
• Exact and asymptotic results for pattern waiting times
• An algorithm to compute the probability of a run in binary fourth-order Markovian trials.
• Generalizations of runs and patterns distributions for sequences of binary trials
• ESTIMATOR FOR THE DISTRIBUTION OF THE NUMBERS OF RUNS IN A RANDOM SEQUENCE CONTROLLED BY STATIONARY MARKOV CHAIN
• On coupon collector's and Dixie cup problems under fixed and random sample size sampling schemes
• A negative binomial approximation to the distribution of the sum of maxima of indicator random variables
• Approximating the extreme right-hand tail probability for the distribution of the number of patterns in a sequence of multi-state trials
• Approximating the distributions of runs and patterns
• Approximations related to the sums of \(m\)-dependent random variables
• On the normal approximation for the distribution of the number of simple or compound patterns in a random sequence of multi-state trials
• On limiting theorems for conditional causation probabilities of multiple-run-rules

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