Improvements on the distribution of maximal segmental scores in a Markovian sequence

DOI10.1017/JPR.2019.75MaRDI QIDQ5109488zbMATH OpenOpenAlexFDO

Authors

Publication date 12 May 2020

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.02769

zbMATH Keywords

limit theoremsMarkov theorymaximal segmental scorelocal score

Mathematics Subject Classification ID

Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15)

Abstract: Let $(A_i{)}_{igeq0}$ be a finite state irreducible aperiodic Markov chain and $f$ a lattice score function such that the average score is negative and positive scores are possible. Define $S_0:=0$ and $S_k:=su{m}_{i=1}^{k}f(A_i)$ the successive partial sums, $S^{+}$ the maximal non-negative partial sum, $Q_1$ the maximal segmental score of the first non-negative excursion and $M_n:=ma{x}_{0leqkleqellleqn}(S_{ell}-S_k)$ the local score first defined by Karlin and Altschul (1990). We establish recursive formulae for the exact distribution of $S^{+}$ and derive new approximations for the distributions of $Q_1$ and $M_n$. Computational methods are presented in a simple application case and comparison is performed between these new approximations and the ones proposed by Karlin and Dembo (1992) in order to evaluate improvements.

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Cited in

(3)

• Limit distributions of maximal segmental score among Markov-dependent partial sums
• Exact distribution for the local score of a Markov chain
• Duality between the local score of one sequence and constrained hidden Markov model

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