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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
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