Joint distributions of numbers of occurrences of a discrete pattern and weak convergence of an empirical process for the pattern |
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Authors: | Sigeo Aki |
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Affiliation: | aDepartment of Mathematics, Faculty of Engineering Science, Kansai University, Suita, Osaka 564-8680, Japan |
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Abstract: | For a {0, 1}-pattern of finite length, an empirical process is introduced in order to describe the number of overlapping occurrences of the pattern at each level t[0,1] in a sequence of the corresponding indicators of i.i.d. [0, 1]-valued observations of length n. A method for obtaining the exact finite-dimensional distributions of the empirical process is given. The weak convergence of the process to a Gaussian process in D[0,1] as n tends to infinity is also established. The limiting process depends on the given pattern. The exact covariance function is compared with the asymptotic covariance function in a numerical example. |
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Keywords: | primary, 62G30 secondary, 62E20, 62E15 |
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