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JOURNALS // Prikladnaya Diskretnaya Matematika // Archive

Prikl. Diskr. Mat., 2015 Number 2(28), Pages 21–29 (Mi pdm507)

This article is cited in 3 papers

Theoretical Foundations of Applied Discrete Mathematics

Compound Poisson approximation of the number distribution for monotone strings of fixed length in a random sequence

A. A. Minakov

Moscow State Institute of Radio Engineering, Electronics and Automation, Moscow, Russia

Abstract: We study the number distribution for monotone strings of a length $s$ in a sequence of $n$ random independent variables uniformly distributed on the set $\{0,\dots,N-1\}$ where $N$ is a constant. By means of the Stein method we construct an estimate of the variation distance between this distribution and a compound Poisson distribution. As a corollary of this result we prove the limit theorem as $n,s\to\infty$ for the number of monotone strings. The approximating distribution is the distribution of the sum of Poisson number of independent random variables with geometric distribution.

Keywords: monotone strings, estimate of the variation distance of the compound Poisson approximation, compound Poisson distribution, Stein method.

UDC: 519.214

DOI: 10.17223/20710410/28/2



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