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

DOI10.1080/03610926.2013.814784MaRDI QIDQ5419652zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

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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