On the occupancy problem for a regime-switching model

DOI10.1017/JPR.2020.33MaRDI QIDQ5109489zbMATH 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/1812.10147

zbMATH Keywords

Markov chainoccupancy problemregime switchingregular variation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Abstract: This article studies the expected occupancy probabilities on an alphabet. Unlike the standard situation, where observations are assumed to be independent and identically distributed (iid), we assume that they follow a regime switching Markov chain. For this model, we 1) give finite sample bounds on the occupancy probabilities, and 2) provide detailed asymptotics in the case where the underlying distribution is regularly varying. We find that, in the regularly varying case, the finite sample bounds are rate optimal and have, up to a constant, the same rate of decay as the asymptotic result.

Recommendations

• Finite sample properties of the mean occupancy counts and probabilities
• Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws
• Concentration inequalities in the infinite urn scheme for occupancy counts and the missing mass, with applications
• scientific article; zbMATH DE number 714501
• Refined large deviation asymptotics for the classical occupancy problem

Cites work

• A Poisson model for the coverage problem with a genomic application
• Asymptotic properties of Turing's formula in relative error
• Concentration inequalities for Markov chains by Marton couplings and spectral methods
• Concentration inequalities in the infinite urn scheme for occupancy counts and the missing mass, with applications
• Did Shakespeare write a newly-discovered poem?
• Estimation of sums of random variables: examples and information bounds
• Finite sample properties of the mean occupancy counts and probabilities
• General state space Markov chains and MCMC algorithms
• Heavy-Tail Phenomena
• Hoeffding's inequality for uniformly ergodic Markov chains
• scientific article; zbMATH DE number 3537134 (Why is no real title available?)
• scientific article; zbMATH DE number 3548141 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3248623 (Why is no real title available?)
• Nonparametric estimations about species not observed in a random sample
• Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws
• On estimating the probability of discovering a new species
• Optimal discovery with probabilistic expert advice: finite time analysis and macroscopic optimality
• THE NUMBER OF NEW SPECIES, AND THE INCREASE IN POPULATION COVERAGE, WHEN A SAMPLE IS INCREASED
• THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS
• Universal Compression of Memoryless Sources Over Unknown Alphabets

Cited in

(3)

• Finite sample properties of the mean occupancy counts and probabilities
• Normal approximation for functions of hidden Markov models
• Necessary and sufficient conditions for the asymptotic normality of higher order Turing estimators

This page was built for publication: On the occupancy problem for a regime-switching model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5109489)