On the number of word occurrences in a semi-Markov sequence of letters

Margarita Karaliopoulou (1)

1 Department of Mathematics [Athens]

Let a finite alphabet . We consider a sequence of letters from generated by a discrete time semi-Markov process We derive the probability of a word occurrence in the sequence. We also obtain results for the mean and variance of the number of overlapping occurrences of a word in a finite discrete time semi-Markov sequence of letters under certain conditions.

Mots clés: Mathematics

Margarita Karaliopoulou. On the number of word occurrences in a semi-Markov sequence of letters. ESAIM: Probability and Statistics, 2009, 13, pp.328-342. ⟨10.1051/ps:2008009⟩. ⟨hal-00504650⟩