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

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Publication:5109488

DOI10.1017/JPR.2019.75zbMATH Open1435.60052arXiv1803.02769OpenAlexW2997455765MaRDI QIDQ5109488FDOQ5109488


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Publication date: 12 May 2020

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

Abstract: Let (Ai)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 S0:=0 and Sk:=sumi=1kf(Ai) the successive partial sums, S+ the maximal non-negative partial sum, Q1 the maximal segmental score of the first non-negative excursion and Mn:=max0leqkleqellleqn(SellSk) 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 Q1 and Mn. 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.


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




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