journal article
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The compound Poisson distribution of the number of matches of values of a discrete function of s -tuples in segments of a sequence of random variables
doi: 10.1515/dma.2007.017pmid: N/A
For a sequence X = { X 1 , ... , X n , ... } of independent identically distributed random variables, we construct the s -tuples Y i ( s ) = ( X i , ... , X i + s -1 ), i = 1, 2, ... , n , and consider the random variables F i = f ( Y i ( s )), i = 1, 2, ... , where f is a function defined on the set R s and taking non-negative integer values. We consider the sequence F = { F 1 , F 2 , ... } and study two random variables, the variable equal to the number of matches of symbols on a segment of length n of the sequence F (here I {·} stands for the indicator of a random event), and the variable equal to the number of matches of values of the function f of non-overlapping s -tuples of a segment of the sequence X of length n + s – 1. With the use of the Stein method, we find sufficient conditions for the distribution of the random variables Z n ( F ) and Z ′ n ( F ) to converge to the compound Poisson law for the function f of a general form. As corollaries to these results we obtain both known and new limit theorems for the number of matches of values of a function of segments of sequences in a polynomial scheme for a series of particular types of the function f .