Approximation for counts of 2-runs in a two state Markov chain |
| |
Authors: | Hui Chen Mei Zhang |
| |
Institution: | 1. School of Mathematical Sciences, Beijing Normal University, Beijing, 100875, P. R. China
|
| |
Abstract: | We consider a Markov chain X = {X i , i = 1, 2, ...} with the state space {0, 1}, and define W = Σ i=1 n X i X i+1, which is the number of 2-runs in X before time n+1. In this paper, we prove that the negative binomial distribution is an appropriate approximation for $\mathcal{L}W$ when VarW is greater than $\mathbb{E}W$ . The error estimate obtained herein improves the corresponding result in previous literatures. |
| |
Keywords: | Negative binomial distribution head run Stein's method total variation distance cou-pling |
本文献已被 CNKI 维普 SpringerLink 等数据库收录! |
|