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• W1991197393 abstract "Abstract We consider Markov-dependent binary sequences and study various types of success runs (overlapping, non-overlapping, exact, etc.) by examining additive functionals based on state visits and transitions in an appropriate Markov chain. We establish a multivariate Central Limit Theorem for the number of these types of runs and obtain its covariance matrix by means of the recurrent potential matrix of the Markov chain. Explicit expressions for the covariance matrix are given in the Bernoulli and a simple Markov-dependent case by expressing the recurrent potential matrix in terms of the stationary distribution and the mean transition times in the chain. We also obtain a multivariate Central Limit Theorem for the joint number of non-overlapping runs of various sizes and give its covariance matrix in explicit form for Markov dependent trials." @default.
• W1991197393 created "2016-06-24" @default.
• W1991197393 creator A5005978432 @default.
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• W1991197393 date "2013-02-01" @default.
• W1991197393 modified "2023-09-27" @default.
• W1991197393 title "Central Limit Theorem approximations for the number of runs in Markov-dependent binary sequences" @default.
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• W1991197393 doi "https://doi.org/10.1016/j.jspi.2012.07.014" @default.
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