Back to Search
Start Over
On the concentration of runs of ones of length exceeding a threshold in a Markov chain.
- Source :
- Journal of Applied Statistics; Jan2019, Vol. 46 Issue 1, p85-100, 16p, 3 Charts
- Publication Year :
- 2019
-
Abstract
- Consider a homogeneous two state (failure-success or zero-one) Markov chain of first order. The paper deals with the position and the length of the shortest segment of the first n, , trials of the chain in which all runs of ones of length greater than or equal to a fixed number are concentrated. Accordingly, we define random variables denoting the starting/ending position of the first/last such runs in the chain as well as the implied distance between them. The paper provides exact closed form expressions for the probability mass function of these random variables given that the number of the considered runs in the chain is at least two. An application concerning DNA sequences is discussed. It is accompanied by numerics which exemplify further the theoretical results. [ABSTRACT FROM AUTHOR]
- Subjects :
- MARKOV processes
DNA
PROBABILITY theory
STOCHASTIC processes
MATHEMATICS
Subjects
Details
- Language :
- English
- ISSN :
- 02664763
- Volume :
- 46
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Journal of Applied Statistics
- Publication Type :
- Academic Journal
- Accession number :
- 132731137
- Full Text :
- https://doi.org/10.1080/02664763.2018.1455815