We consider the problem on the number $\xi(N)$ of $k$-fold matchings of symbols that occur in a sequence of random variables resulting from aggregating the states of a Markov–Bruns chain generated by $n$-tuples $(X_i,\dots,X_{i+n-1})$ consisting of elements of the sequence $(X_1,\dots,X_{N+n-1})$ of independent realisations of a random variable $X$. The aggregation of states consists of applying a given function $f$, which takes a finite number of values, to the $n$-tuples $(X_i,\dots,X_{i+n-1})$. We prove a theorem on convergence to a multivariate normal law for the joint distribution of $\xi(N)$ under various aggregation functions, and give sufficient conditions on convergence of the distribution of $\xi(N)$ to the chi-square law as $N\to\infty$. These results are applied to the problem on $k$-fold imperfect matchings of $n$-tuples in a sequence of polynomial trials. In particular, we prove a theorem on convergence to a multivariate normal law for the vector of numbers of $k$-fold imperfect matchings of various lengths and ranks.
@article{DM_2000_12_3_a2,
author = {A. M. Shoitov},
title = {Repetitions of the values of a function of segments of a sequence of independent trials},
journal = {Diskretnaya Matematika},
pages = {49--59},
year = {2000},
volume = {12},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DM_2000_12_3_a2/}
}
TY - JOUR
AU - A. M. Shoitov
TI - Repetitions of the values of a function of segments of a sequence of independent trials
JO - Diskretnaya Matematika
PY - 2000
SP - 49
EP - 59
VL - 12
IS - 3
UR - http://geodesic.mathdoc.fr/item/DM_2000_12_3_a2/
LA - ru
ID - DM_2000_12_3_a2
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%A A. M. Shoitov
%T Repetitions of the values of a function of segments of a sequence of independent trials
%J Diskretnaya Matematika
%D 2000
%P 49-59
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%N 3
%U http://geodesic.mathdoc.fr/item/DM_2000_12_3_a2/
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A. M. Shoitov. Repetitions of the values of a function of segments of a sequence of independent trials. Diskretnaya Matematika, Tome 12 (2000) no. 3, pp. 49-59. http://geodesic.mathdoc.fr/item/DM_2000_12_3_a2/
[4] Gharib M., “A uniform estimate for the convergence rate in the central limit theorem of the weighted sum of random vectors forming a homogeneous Markov chain”, Kobe J. Math., 1998, 1–15 | MR | Zbl