1 results
Limit distributions of maximal segmental score among Markov-dependent partial sums
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 24 / Issue 1 / March 1992
- Published online by Cambridge University Press:
- 01 July 2016, pp. 113-140
- Print publication:
- March 1992
-
- Article
- Export citation
-
Let s1, …, sn be generated governed by an r-state irreducible aperiodic Markov chain. The partial sum process
is determined by a realization 
of states with s0 = α and the real-valued i.i.d. bounded variables Xαß associated with the transitions si = α, si+1 = β. Assume Χ αβ has negative stationary mean. The explicit limit distribution of the maximal segmental sum 
is derived. Computational methods with potential applications to the analysis of random Markov-dependent letter sequences (e.g. DNA and protein sequences) are presented.
is determined by a realization 
of states with s
is derived. Computational methods with potential applications to the analysis of random Markov-dependent letter sequences (e.g. DNA and protein sequences) are presented.