共查询到20条相似文献,搜索用时 15 毫秒
1.
Masayuki Uchida 《Annals of the Institute of Statistical Mathematics》1998,50(2):203-222
Let X-m+1, X-m+2,.., X0, X1, X2,.., be a time-homogeneous {0, 1}-valued m-th order Markov chain. Joint distributions of the numbers of trials, failures and successes, of the numbers of trials and success-runs of length l (m l k) and of the numbers of trials and success-runs of length l (l m k) until the first consecutive k successes are obtained in the sequence X1, X2,.., There are some ways of counting numbers of runs of length l. This paper studies the joint distributions based on four ways of counting numbers of runs, i.e., the number of non-overlapping runs of length l, the number of runs of length greater than or equal to l, the number of overlapping runs of length l and the number of runs of length exactly l. Marginal distributions of them can be obtained immediately, and surprisingly their distributions are very simple. 相似文献
2.
Let Z
0, Z
1,...,Z
n
be a sequence of Markov dependent trials with state space Ω = {F
1,...,F
λ, S
1,...,S
ν}, where we regard F
1,...,F
λ as failures and S
1,...,S
ν as successes. In this paper, we study the joint distribution of the numbers of S
i
-runs of lengths k
ij
(i = 1,2,...,ν, j = 1,2,...,r
i
) based on four different enumeration schemes. We present formulae for the evaluation of the probability generating functions
and the higher order moments of this distribution. In addition, when the underlying sequence is i.i.d. trials, the conditional
distribution of the same run statistics, given the numbers of success and failure is investigated. We give further insights
into the multivariate run-related problems arising from a sequence of the multistate trials. Besides, our results have potential
applications to problems of various research areas and will come to prominence in the future.
This research was partially supported by the ISM Cooperative Research Program (2004-ISM·CRP-2007). 相似文献
3.
研究了一类非齐次马氏链———渐近循环马氏链泛函的强大数定律,首先引出了渐近循环马氏链的概念,然后给出了若干引理.利用了渐近循环马氏链关于状态序偶出现频率的强大数定理给出并证明了关于渐近循环马氏链泛函的强大数定律,所得定理作为推论可得到已有的结果. 相似文献
4.
Suppose we observe a stationary Markov chain with unknown transition distribution. The empirical estimator for the expectation of a function of two successive observations is known to be efficient. For reversible Markov chains, an appropriate symmetrization is efficient. For functions of more than two arguments, these estimators cease to be efficient. We determine the influence function of efficient estimators of expectations of functions of several observations, both for completely unknown and for reversible Markov chains. We construct simple efficient estimators in both cases. 相似文献
5.
Demetrios L. Antzoulakos Stathis Chadjiconstantinidis 《Annals of the Institute of Statistical Mathematics》2001,53(3):599-619
Let {Z
n
, n 1} be a time-homogeneous {0, 1}-valued Markov chain, and let N
n
be a random variable denoting the number of runs of "1" of length k in the first n trials. In this article we conduct a systematic study of N
n
by establishing formulae for the evaluation of its probability generating function, probability mass function and moments. This is done in three different enumeration schemes for counting runs of length k, the "non-overlapping", the "overlapping" and the "at least" scheme. In the special case of i.i.d. trials several new results are established. 相似文献
6.
7.
马氏环境中马氏链的强大数定律 总被引:9,自引:0,他引:9
讨论了具有离散参数的马氏环境中马氏链的强大数定律,并给出了加在链和过程样本函数上的充分条件.同时深入研究了Rθ-链,得到马氏环境中马氏链强大数定律成立的充分条件. 相似文献
8.
利用鞅收敛定理讨论马氏环境中马氏链的强收敛性,建立相应的强大数定律,使得已知的一系列结果为其特例. 相似文献
9.
双无限环境中马氏链的强大数定律 总被引:2,自引:0,他引:2
在随机环境中马氏链的研究领域 ,构造了一时齐的马氏双链 ,讨论了它的存在性及基本性质 ,最后利用马氏双链的性质 ,得到了双无限环境中马氏链的函数极限定律 ,并给出了该链的函数强大数定律成立的两个充分条件 相似文献
10.
In this paper,we study the strong law of large numbers for the frequencies of occurrence of states and ordered couples of states for nonsymmetric Markov chain(NSMC) indexed by Cayley tree with any finite states.The asymptotic equipartition properties with almost everywhere(a.e.) convergence for NSMC indexed by Cayley tree are obtained.This article generalizes a recent result. 相似文献
11.
在不指定时间序列结构的情况下,我们的分布模型是基于多变量离散时间的相应马尔可夫族和相关变量一维的边际分布.这样的模型可以同时处理时间序列之间的相互依赖和每个时间序列沿时间方向的依赖.具体的参数copula被指定为倾斜-t. 倾斜-t Copla能够处理不对称,偏斜和粗尾的数据分布.三个股票指数日均收益的实证研究表明,倾斜-t copula的马尔可夫模型要比以下模型更好:倾斜正态Copula马可夫, t-copula马可夫, 倾斜-t copula但无马尔可夫特性. 相似文献
12.
对于齐次马氏链由有限状态推广到可列的情形,由于可列和与极限运算不能交换,与文中证明方法与有限情形不同.利用了二元函数延迟平均的强极限定理和条件期望的平滑性,研究可列齐次马氏链状态出现频率延迟平均的强大数定律. 相似文献
13.
N. Balakrishnan 《Annals of the Institute of Statistical Mathematics》1997,49(3):519-529
Joint distributions of the numbers of failures, successes andsuccess-runs of length less than k until the first consecutive k successesin a binary sequence were derived recently by Aki and Hirano (1995, Ann.Inst. Statist. Math., 47, 225-235). In this paper, we present an alternatederivation of these results and also use this approach to establish someadditional results. Extensions of these results to binary sequences of orderh are also presented. 相似文献
14.
关于可列非齐次马氏链Cesaro平均收敛性及二元函数的强大数定律 总被引:3,自引:0,他引:3
该文的目的是要研究可列非齐次马氏链的Cesaro平均收敛性及二元函数的强大数定律.并利用这两者研究可列非齐次马氏链的Shannon-Mcmillan定理. 相似文献
15.
16.
17.
本提出了新的非齐次马尔可夫链的遍历条件,并在此条件下,首次证明了非齐次马尔可夫链转移概率的Gesaro-极限定理。另外,本还给出了一个例子,用它表明本的条件确实比Doeblin条件要弱。 相似文献
18.
A new distribution called a generalized binomial distribution of order k is defined and some properties are investigated. A class of enumeration schemes for success-runs of a specified length including non-overlapping and overlapping enumeration schemes is rigorously studied. For each nonnegative integer less than the specified length of the runs, an enumeration scheme called -overlapping way of counting is defined. Let k and be positive integers satisfying < k. Based on independent Bernoulli trials, it is shown that the number of (– 1)-overlapping occurrences of success-run of length k until the n-th overlapping occurrence of success-run of length follows the generalized binomial distribution of order (k–). In particular, the number of non-overlapping occurrences of success-run of length k until the n-th success follows the generalized binomial distribution of order (k– 1). The distribution remains unchanged essentially even if the underlying sequence is changed from the sequence of independent Bernoulli trials to a dependent sequence such as higher order Markov dependent trials. A practical example of the generalized binomial distribution of order k is also given. 相似文献
19.
N. B. Yengibarian 《Journal of Theoretical Probability》2004,17(2):459-481
Existence of following factorization is proved:
Here A is a stochastic or semi-stochastic (substohastic) d×d matrix (d); I is the unit matrix; B and C are nonnegative, upper and lower triangular matrices. B is a semistochastic matrix; the diagonal entries of C are 1. An exact information on properties of matrices B and C are obtained in particular cases. Some results on existence of invariant distribution x for Markov chains in the cases of absence or presence of sources g of walking particles are obtained using the factorization (F). These problems described by homogeneous or nonhomogeneous equation (I–A)x=g. 相似文献
20.
In this paper, we first study the strong law of large
numbers for the frequencies of occurrence of random ordered couples of states
for nonhomogeneous bifurcating Markov chains indexed by a binary tree. Then
the strong law of large numbers are studied for functions of the nonhomogeneous
bifurcating Markov chains indexed by a binary tree. As a corollary, we obtain
the shannon-McMillan theorem for these Markov chains with finite state space. 相似文献