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Poisson Approximation for the Non-Overlapping Appearances of Several Words in Markov Chains

Published online by Cambridge University Press:  02 October 2001

OURANIA CHRYSSAPHINOU
Affiliation:
Department of Mathematics, University of Athens, Greece (e-mail: ocrysaf@math.uoa.gr, spapast@math.uoa.gr, evagel@math.uoa.gr)
STAVROS PAPASTAVRIDIS
Affiliation:
Department of Mathematics, University of Athens, Greece (e-mail: ocrysaf@math.uoa.gr, spapast@math.uoa.gr, evagel@math.uoa.gr)
EUTICHIA VAGGELATOU
Affiliation:
Department of Mathematics, University of Athens, Greece (e-mail: ocrysaf@math.uoa.gr, spapast@math.uoa.gr, evagel@math.uoa.gr)
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Abstract

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Let X1, …, Xn be a sequence of r.v.s produced by a stationary Markov chain with state space an alphabet Ω = {ω1, …, ωq}, q [ges ] 2. We consider a set of words {A1, …, Ar}, r [ges ] 2, with letters from the alphabet Ω. We allow the words to have self-overlaps as well as overlaps between them. Let [Escr] denote the event of the appearance of a word from the set {A1, …, Ar} at a given position. Moreover, define by N the number of non-overlapping (competing renewal) appearances of [Escr] in the sequence X1, …, Xn. We derive a bound on the total variation distance between the distribution of N and a Poisson distribution with parameter []N. The Stein–Chen method and combinatorial arguments concerning the structure of words are employed. As a corollary, we obtain an analogous result for the i.i.d. case. Furthermore, we prove that, under quite general conditions, the r.v. N converges in distribution to a Poisson r.v. A numerical example is presented to illustrate the performance of the bound in the Markov case.

Information

Type
Research Article
Copyright
2001 Cambridge University Press