Research output: Contribution to journal › Article › peer-review
Asymptotics of the Number of Different Words in a Markov Chain Driven Model. / Fayzullaev, Shahzod; Kovalevskii, Artyom.
In: Markov Processes And Related Fields, Vol. 31, No. 3-4, 25.04.2025, p. 239-252.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Asymptotics of the Number of Different Words in a Markov Chain Driven Model
AU - Fayzullaev, Shahzod
AU - Kovalevskii, Artyom
N1 - FWNF-2026-0030
PY - 2025/4/25
Y1 - 2025/4/25
N2 - This paper investigates the asymptotic of the number of distinct words in a finite Markov chain driven model. We analyse the normalized and centered processes associated with the occurrence of distinct words in the model. Each state of the Markov chain is associated with its own unique infinite dictio-nary. At each state of the Markov chain, words are selected from the dictionary according to an infinite urn scheme. The probabilities in each infinite urn scheme satisfy the condition of regular variation. We use a combination of asymptotic techniques and results for Gaussian processes and derive the covariance struc-ture of the limiting processes. The influence of stationary probabilities of the Markov chain on the normalization and scaling of these processes is explored in detail. Our findings provide new insights into the interaction between word frequencies and the stationary distribution in systems with pairwise disjoint dictionaries. These results are applicable to a wide range of stochastic systems, offering a deeper understanding of their limiting behaviour.
AB - This paper investigates the asymptotic of the number of distinct words in a finite Markov chain driven model. We analyse the normalized and centered processes associated with the occurrence of distinct words in the model. Each state of the Markov chain is associated with its own unique infinite dictio-nary. At each state of the Markov chain, words are selected from the dictionary according to an infinite urn scheme. The probabilities in each infinite urn scheme satisfy the condition of regular variation. We use a combination of asymptotic techniques and results for Gaussian processes and derive the covariance struc-ture of the limiting processes. The influence of stationary probabilities of the Markov chain on the normalization and scaling of these processes is explored in detail. Our findings provide new insights into the interaction between word frequencies and the stationary distribution in systems with pairwise disjoint dictionaries. These results are applicable to a wide range of stochastic systems, offering a deeper understanding of their limiting behaviour.
KW - Different words
KW - Infinite urn scheme
KW - Markov processes
KW - Stationary distribution
UR - https://www.scopus.com/pages/publications/105037409268
UR - https://www.mendeley.com/catalogue/f3bb945d-5920-3ecc-ba50-97a30b8234fa/
U2 - 10.61102/1024-2953-mprf.2025.31.3-4.004
DO - 10.61102/1024-2953-mprf.2025.31.3-4.004
M3 - Article
VL - 31
SP - 239
EP - 252
JO - Markov Processes And Related Fields
JF - Markov Processes And Related Fields
SN - 1024-2953
IS - 3-4
ER -
ID: 77269833