About the rate of normal approximation for the distribution of the number of repetitions in a stationary discrete random sequence

The paper presents the problem of asymptotic normality of the number of r-fold repetitions of characters in a segment of a (strictly) stationary discrete random sequence on the set {1, 2,..., N} with the uniformly strong mixing property. It is shown that in the case when the uniformly strong mixing...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Prikladnaya Diskretnaya Matematika 2023 (58), p.15-21
Hauptverfasser: Mikhailov, Vladimir G., Mezhennaya, Natalia M.
Format: Artikel
Sprache:eng
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The paper presents the problem of asymptotic normality of the number of r-fold repetitions of characters in a segment of a (strictly) stationary discrete random sequence on the set {1, 2,..., N} with the uniformly strong mixing property. It is shown that in the case when the uniformly strong mixing coefficient φ(t) for an arbitrarily given α > 0 decreases as t-6-α, then the distance in the uniform metric between the distribution function of the number of repetitions and the distribution function of the standard normal law decreases at a rate of O(n- δ) with increasing sequence length n for any α ∈ (0; α (32 + 4α )-1)).
ISSN:2071-0410
2311-2263
DOI:10.17223/20710410/58/2