Journal of Applied Probability

On the number of runs for Bernoulli arrays

Djilali Ait Aoudia and Éric Marchand
Source: J. Appl. Probab. Volume 47, Number 2 (2010), 367-377.

Abstract

We introduce and motivate the study of (n+1) x r arrays X with Bernoulli entries Xk,j and independently distributed rows. We study the distribution of Sn = ∑j=1rk=1n Xk,jXk+1,j, which denotes the number of consecutive pairs of successes (or runs of length 2) when reading the array down the columns and across the rows. With the case r = 1 having been studied by several authors, and permitting some initial inferences for the general case r > 1, we examine various distributional properties and representations of Sn for the case r = 2, and, using a more explicit analysis, the case of multinomial and identically distributed rows. Applications are also given in cases where the array X arises from a Pólya sampling scheme.

First Page: Show Hide
Primary Subjects: 60C05, 60E05, 60K99
Full-text: Access denied (no subscription detected)
We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber.
If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1276784897
Digital Object Identifier: doi:10.1239/jap/1276784897
Zentralblatt MATH identifier: 05758475
Mathematical Reviews number (MathSciNet): MR2668494

References

Ait Aoudia, D. and Marchand, É. (2009). On the number of runs of Bernoulli arrays. Res. Rep. 76, Université de Sherbrooke. Available at: http://www.usherbrooke.ca/mathematiques/recherche/publications/rapports-recherche/.
Ardakov, K. (1997). Powers and other functions of $2\times2$ matrices. Math. Gazette 4, 434--431.
Feller, W. (1971). An Introduction to Probability Theory and Its Applications, Vol. II. John Wiley, New York.
Mathematical Reviews (MathSciNet): MR270403
Holst, L. (2007). Counts of failure strings in certain Bernouilli sequences. J. Appl. Prob. 44, 824--830.
Mathematical Reviews (MathSciNet): MR2355594
Zentralblatt MATH: 1132.60011
Digital Object Identifier: doi:10.1239/jap/1189717547
Project Euclid: euclid.jap/1189717547
Holst, L. (2008). The number of two-consecutive successes in a Hoppe--Polyá urn. J. Appl. Prob. 45, 901--906.
Mathematical Reviews (MathSciNet): MR2455191
Digital Object Identifier: doi:10.1239/jap/1222441836
Project Euclid: euclid.jap/1222441836
Huffer, W. F., Sethuraman, J. and Sethuraman, S. (2009). A study of counts of Bernoulli strings via conditional Poisson processes. Proc. Amer. Math. Soc. 137, 2125--2134.
Mathematical Reviews (MathSciNet): MR2480294
Zentralblatt MATH: 1165.60305
Digital Object Identifier: doi:10.1090/S0002-9939-08-09793-1
Joffe, A., Marchand É., Perron, F. and Popadiuk, P. (2004). On sums of products of Bernoulli variables and random permutations. J. Theoret. Prob. 17, 285--292.
Mathematical Reviews (MathSciNet): MR2054589
Zentralblatt MATH: 1054.60013
Digital Object Identifier: doi:10.1023/B:JOTP.0000020485.34082.8c
Johnson, N. L. and Kotz, S. (1977). Urn Models and Their Applications. John Wiley, New York.
Mathematical Reviews (MathSciNet): MR488211
Zentralblatt MATH: 0352.60001
Móri, T. F. (2001). On the distribution of sums of overlapping products. Acta Sci. Math. 67, 833--841.
Mathematical Reviews (MathSciNet): MR1876470
Sethuraman, J. and Sethuraman, S. (2004). On counts of Bernoulli strings and connections to rank orders and random permutations. A Festschrift for Herman Rubin (IMS Lecture Notes Monogr. Ser. 45), Institute of Mathematical Statistics, Beachwood, OH, pp. 140--152.
Mathematical Reviews (MathSciNet): MR2126893
Digital Object Identifier: doi:10.1214/lnms/1196285386
Stein, C. (1972). A bound for the error in the normal approximation to the distribution of a sum of dependent random variables. In Proc. 6th Berkeley Symp. Math. Statist. Prob., Vol. II, University of California Press, Berkeley, pp. 583--602.
Mathematical Reviews (MathSciNet): MR402873
Zentralblatt MATH: 0278.60026

2012 © Applied Probability Trust

Journal of Applied Probability

Journal of Applied Probability