A Central Limit Theorem for Non-Overlapping Return Times

DOI10.1239/JAP/1143936241MaRDI QIDQ5488986zbMATH OpenOpenAlexWikidataFDO

Authors Oliver Johnson

Publication date 25 September 2006

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

Full work available at URL https://arxiv.org/abs/math/0506165, https://projecteuclid.org/euclid.jap/1143936241

zbMATH Keywords

central limit theorementropy estimationreturn timenegative associationmatch length

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Central limit and other weak theorems (60F05) Measures of information, entropy (94A17)

Abstract: Define the non-overlapping return time of a random process to be the number of blocks that we wait before a particular block reappears. We prove a Central Limit Theorem based on these return times. This result has applications to entropy estimation, and to the problem of determining if digits have come from an independent equidistribted sequence. In the case of an equidistributed sequence, we use an argument based on negative association to prove convergence under weaker conditions.

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• Entry and return times distribution
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Cited in

(5)

• Convergence of recurrence of blocks for mixing processes
• The distribution of the short-return function
• The general asymptotic return-time process
• The recurrence of blocks for Bernoulli processes
• Breaking the duality in the return times theorem

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