Central Limit Theorem Approximations for the Number of Runs in Markov-dependent Multi-type Sequences

DOI10.1080/03610926.2013.814784zbMATH Open1294.60044OpenAlexW2070664559MaRDI QIDQ5419652FDOQ5419652

Authors: George C. Mytalas, Michael A. Zazanis 

Publication date: 11 June 2014

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.814784

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zbMATH Keywords

Markov chainspotential matrixrunscentral limit theorem for runsmulti state trials

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Applied Probability and Queues
• Distribution theory of runs and patterns and its applications. A finite Markov chain imbedding approach
• Runs and scans with applications
• Central limit theorem approximations for the number of runs in Markov-dependent binary sequences
• On runs of length exceeding a threshold: normal approximation
• On the joint distribution of runs in a sequence of multi-state trials
• On the normal approximation for the distribution of the number of simple or compound patterns in a random sequence of multi-state trials
• On a class of multiple failure mode systems
• A lower bound for the reliability function of multiple failure mode systems
• The exact and limiting distributions for the number of successes in success runs within a sequence of Markov-dependent two-state trials
• Signature based analysis of \(m\)-consecutive-\(k\)-out-of-\(n\):\,\(F\) systems with exchangeable components
• Reliability formula \& limit law of the failure time of ``\(m\)-consecutive-\(k\)-out-of-\(n\):\(F\) system

Cited In (3)

• On the concentration of runs of ones of length exceeding a threshold in a Markov chain
• Central limit theorem approximations for the number of runs in Markov-dependent binary sequences
• Joint distribution of \(k\)-tuple statistics in zero-one sequences of Markov-dependent trials

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