A central limit theorem for non-overlapping return times

Research output: Contribution to journalArticle (Academic Journal)peer-review

2 Citations (Scopus)

Abstract

Define the non-overlapping return time of a random process to be the number of blocks that we wait before a particular block reappears. We prove a Central Limit Theorem based on these return times. This result has applications to entropy estimation, and to the problem of determining if digits have come from an independent equidistributed sequence. In the case of an equidistributed sequence, we use an argument based on negative association to prove convergence under weaker conditions.
Translated title of the contributionA central limit theorem for non-overlapping return times
Original languageEnglish
Pages (from-to)32 - 47
Number of pages16
JournalJournal of Applied Probability
Volume43 (1)
DOIs
Publication statusPublished - Mar 2006

Bibliographical note

Publisher: Applied Probability Trust

Fingerprint

Dive into the research topics of 'A central limit theorem for non-overlapping return times'. Together they form a unique fingerprint.

Cite this