The Central Limit Theorem for the Normalized Sums of Extended Sliding Block Codes from Sequences of Markov Chains with Time Delay
نویسندگان
چکیده
We extend the sliding block code in symbolic dynamics to transform two sequences of Markov chains with time delay. Under the assumption that chains are irreducible and aperiodic, we prove the central limit theorem (CLT) for the normalized sums of extended sliding block codes from two sequences of Markov chains. We apply the theorem to evaluations of bit error probabilities in asynchronous spread spectrum multiple access (SSMA) communication systems using spreading sequences of Markov chains. key words: sliding block code, Markov chain, αN -mixing, central limit theorem (CLT), bit error probability, spread spectrum multiple access (SSMA) communication system
منابع مشابه
Time Delay and Data Dropout Compensation in Networked Control Systems Using Extended Kalman Filter
In networked control systems, time delay and data dropout can degrade the performance of the control system and even destabilize the system. In the present paper, the Extended Kalman filter is employed to compensate the effects of time delay and data dropout in feedforward and feedback paths of networked control systems. In the proposed method, the extended Kalman filter is used as an observer ...
متن کاملEvaluation of First and Second Markov Chains Sensitivity and Specificity as Statistical Approach for Prediction of Sequences of Genes in Virus Double Strand DNA Genomes
Growing amount of information on biological sequences has made application of statistical approaches necessary for modeling and estimation of their functions. In this paper, sensitivity and specificity of the first and second Markov chains for prediction of genes was evaluated using the complete double stranded DNA virus. There were two approaches for prediction of each Markov Model parameter,...
متن کاملAsymptotic Variance of Functionals of Discrete- Time Markov Chains via the Drazin Inverse
We consider a ψ-irreducible, discrete-time Markov chain on a general state space with transition kernel P . Under suitable conditions on the chain, kernels can be treated as bounded linear operators between spaces of functions or measures and the Drazin inverse of the kernel operator I−P exists. The Drazin inverse provides a unifying framework for objects governing the chain. This framework is ...
متن کاملA local limit theorem for hidden Markov chains
A local limit theorem is proved for partial sums of a hidden Markov chain, assuming global asymptotic normality for a related sum, a fairly weak mixing condition, and a non-lattice condition. The proof proceeds by a study of the conditional characteristic functions, the analysis of which relies heavily on a theorem from Breiman (1968). The paper concludes with a Cesaro type limit theorem for th...
متن کامل