A Phase Transition for the Distribution of Matching Blocks

1996 ◽  
Vol 5 (2) ◽  
pp. 139-159 ◽  
Author(s):  
Claudia Neuhauser

We show distributional results for the length of the longest matching consecutive subsequence between two independent sequences A1, A2, …, Am and B1, B2, …, Bn whose letters are taken from a finite alphabet. We assume that A1, A2, … are i.i.d. with distribution μ and B1, B2, … are i.i.d. with distribution ν. It is known that if μ and v are not too different, the Chen–Stein method for Poisson approximation can be used to establish distributional results. We extend these results beyond the region where the Chen–Stein method was previously successful. We use a combination of ‘matching by patterns’ results obtained by Arratia and Waterman [1], and the Chen–Stein method to show that the Poisson approximation can be extended. Our method explains how the matching is achieved. This provides an explanation for the formulas in Arratia and Waterman [1] and thus answers one of the questions posed in comment F19 in Aldous [2]. Furthermore, in the case where the alphabet consists of only two letters, the phase transition observed by Arratia and Waterman [1] for the strong law of large numbers extends to the distributional result. We conjecture that this phase transition on the distributional level holds for any finite alphabet.

2019 ◽  
Vol 2019 ◽  
pp. 1-8
Author(s):  
Xiaochen Ma ◽  
Qunying Wu

In this article, we research some conditions for strong law of large numbers (SLLNs) for weighted sums of extended negatively dependent (END) random variables under sublinear expectation space. Our consequences contain the Kolmogorov strong law of large numbers and the Marcinkiewicz strong law of large numbers for weighted sums of extended negatively dependent random variables. Furthermore, our results extend strong law of large numbers for some sequences of random variables from the traditional probability space to the sublinear expectation space context.


1994 ◽  
Vol 44 (1-2) ◽  
pp. 115-122 ◽  
Author(s):  
Arup Bose ◽  
Tapas K. Chandra

Let { X n} be a sequence of pairwise independent (or -mixing) mean zero random variables such that [Formula: see text] is integrable on (0,∞) and [Formula: see text] then we show that [Formula: see text] almost surely as n→∞, These are very convenient and immediate generalizations of the classical SLLN for the iid case.


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