|
A study of counts of Bernoulli strings via conditional Poisson processes
Author(s):
Fred
W.
Huffer;
Jayaram
Sethuraman;
Sunder
Sethuraman
Journal:
Proc. Amer. Math. Soc.
137
(2009),
2125-2134.
MSC (2000):
Primary 60C05;
Secondary 60K99
Posted:
December 30, 2008
Retrieve article in:
PDF
Abstract |
References |
Similar articles |
Additional information
Abstract:
A sequence of random variables, each taking values 0 or , is called a Bernoulli sequence. We say that a string of length occurs in a Bernoulli sequence if a success is followed by exactly failures before the next success. The counts of such -strings are of interest, and in specific independent Bernoulli sequences are known to correspond to asymptotic -cycle counts in random permutations. In this paper, we give a new framework, in terms of conditional Poisson processes, which allows for a quick characterization of the joint distribution of the counts of all -strings, in a general class of Bernoulli sequences, as certain mixtures of the product of Poisson measures. In particular, this general class includes all Bernoulli sequences considered in the literature, as well as a host of new sequences.
References:
-
- 1.
- Arratia, R., Barbour, A.D., and Tavaré, S. (1992), Poisson process approximations for the Ewens sampling formula. Ann. Appl. Probab. 2 519-535. MR 1177897 (94a:60003)
- 2.
- Arratia, R., Barbour, A.D., and Tavaré, S. (2003), Logarithmic Combinatorial Structures: A Probabilistic Approach. European Mathematical Society, Zürich. MR 2032426 (2004m:60004)
- 3.
- Arratia, R., and Tavaré, S. (1992), The cycle structure of random permutations. Ann. Probab. 20 1567-1591. MR 1175278 (93g:60013)
- 4.
- Chern, H.-H., Hwang, H.-K., and Yeh, Y.-N. (2000), Distribution of the number of consecutive records. Random Structures and Algorithms 17 169-196. MR 1801131 (2002c:60006)
- 5.
- Feller, W. (1945), The fundamental limit theorems in probability. Bull. Amer. Math. Soc. 51 800-832. MR 0013252 (7:128i)
- 6.
- Ghosh, J.K., and Ramamoorthi, R.V. (2003), Bayesian Nonparametrics, Springer-Verlag, New York. MR 1992245 (2004g:62004)
- 7.
- Holst, Lars (2007), Counts of failure strings in certain Bernoulli sequences. J. Appl. Probab. 44 824-830. MR 2355594 (2008i:60014)
- 8.
- Joffe, A., Marchand, E., Perron, F., and Popadiuk, P. (2004), On sums of products of Bernoulli variables and random permutations. Journal of Theoretical Probability 17 285-292. MR 2054589 (2005e:60023)
- 9.
- Kolchin, V.F. (1971), A problem of the allocation of particles in cells and cycles of random permutations. Theory Probab. Appl. 16 74-90.
- 10.
- Korwar, R.M., and Hollander, M. (1973), Contributions to the theory of Dirichlet processes. Ann. Probab. 1 705-711. MR 0350950 (50:3442)
- 11.
- Móri, T.F. (2001), On the distribution of sums of overlapping products. Acta Scientarium Mathematica (Szeged) 67 833-841. MR 1876470 (2002h:60024)
- 12.
- Resnick, S.I. (1994), Adventures in Stochastic Processes. Second Ed., Birkhäuser, Boston. MR 1181423 (93m:60004)
- 13.
- Sethuraman, Jayaram, and Sethuraman, Sunder (2004), On counts of Bernoulli strings and connections to rank orders and random permutations. In A festschrift for Herman Rubin. IMS Lecture Notes Monograph Series 45 140-152. MR 2126893 (2006d:60020)
Similar Articles:
Retrieve articles in Proceedings of the American Mathematical Society
with MSC
(2000):
60C05,
60K99
Retrieve articles in all Journals with MSC
(2000):
60C05,
60K99
Additional Information:
Fred
W.
Huffer
Affiliation:
Department of Statistics, Florida State University, Tallahassee, Florida 32306
Email:
huffer@stat.fsu.edu
Jayaram
Sethuraman
Affiliation:
Department of Statistics, Florida State University, Tallahassee, Florida 32306
Email:
sethu@stat.fsu.edu
Sunder
Sethuraman
Affiliation:
Department of Mathematics, 396 Carver Hall, Iowa State University, Ames, Iowa 50011
Email:
sethuram@iastate.edu
DOI:
10.1090/S0002-9939-08-09793-1
PII:
S 0002-9939(08)09793-1
Keywords:
Bernoulli,
cycles,
strings,
spacings,
nonhomogeneous,
Poisson processes,
random permutations
Received by editor(s):
January 14, 2008,
Received by editor(s) in revised form:
September 25, 2008
Posted:
December 30, 2008
Additional Notes:
This research was partially supported by ARO-W911NF-04-1-0333, NSA-H982300510041, and NSF-DMS-0504193.
Communicated by:
Edward C. Waymire
Copyright of article:
Copyright
2008,
American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.
|