NDLI: Approximation for counts of head runs

Content Provider	Springer Nature Link
Author	Zhang, Mei
Copyright Year	2011
Abstract	In this paper, we study the count of head runs up to a fixed time in a two-state stationary Markov chain. We prove that in total variance distance, the negative binomial, Poisson and binomial distributions are appropriate approximations according to the relation of the variance and mean of the count, generalizing earlier results in previous literatures. The proof is based on Stein’s method and coupling.
Starting Page	311
Ending Page	324
Page Count	14
File Format	PDF
ISSN	16747283
Journal	Science in China Series A: Mathematics
Volume Number	54
Issue Number	2
e-ISSN	18691862
Language	English
Publisher	SP Science China Press
Publisher Date	2011-02-11
Publisher Place	Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	head run negative binomial distribution Poisson distribution binomial distribution Stein’s method total variation distance coupling Central limit and other weak theorems Inequalities; stochastic orderings Markov chains Applications of Mathematics
Content Type	Text
Resource Type	Article
Subject	Mathematics

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Approximation for counts of head runs