| Author(s): |
Andrew L. Rukhin; |
| Title: |
Joint Distribution of Pattern Frequencies and Multivariate Polya-Aeppli Law |
| Published: |
January 14, 2010 |
| Abstract: |
This paper studies the joint distribution of frequencies of several overlapping words in a Markov sequence. Usually, characteristics of this distribution are expressed in terms of so-called pattern correlation matrix. A more direct approach allows for explicit formulas which involve the fundamental matrix of the Markov chain whose states are patterns of a given length. this form leads to the probability generating function of the asymptotic joint distribution of pattern frequencies. |
| Citation: |
Theory of Probability and Its Applications |
| Volume: |
54 |
| Pages: |
15 pp. |
| Keywords: |
Compound Poisson approximation;Fundamental matrix;Markov sequences;Pattern Correlation Matrices;Polya-Aeppli distribution |
| Research Areas: |
Statistics |
| PDF version: |
 Click here to retrieve PDF version of paper (221KB) |
