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

Margarita Karaliopoulou — 2009

ESAIM: Probability and Statistics

Let a finite alphabet . We consider a sequence of letters from generated by a discrete time semi-Markov process { Z γ ; γ } . 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.

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