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Number of appearances of events in random sequences: A new approach to non-overlapping runs

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  • Yong Kong

Abstract

Distributions of non-overlapping runs in multistate systems are derived using a new generating function (GF) approach, which has been applied previously mainly to exact length runs. By utilizing this method, univariate and multivariate joint distributions of non-overlapping runs are derived in a unified way. The GF approach also leads naturally to the asymptotic Gaussian distributions, with the mean, variance, and covariance linear in the size of the system.

Suggested Citation

  • Yong Kong, 2016. "Number of appearances of events in random sequences: A new approach to non-overlapping runs," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(22), pages 6765-6772, November.
  • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:22:p:6765-6772
    DOI: 10.1080/03610926.2014.968728
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    Cited by:

    1. Yong Kong, 2019. "Decoupling Combinatorial Complexity: a Two-Step Approach to Distributions of Runs," Methodology and Computing in Applied Probability, Springer, vol. 21(3), pages 789-803, September.

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