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A New Method of Approximating the Probability of Matching Common Words in Multiple Random Sequences

Author

Listed:
  • George Haiman

    (UMR 8524 CNRS Université Lille 1)

  • Cristian Preda

    (UMR 8524 CNRS Université Lille 1)

Abstract

In this paper we consider R independent sequences of length T formed by independent, not necessarily uniformly distributed letters drawn from a finite alphabet. We first develop a new and efficient method of calculating the expectation $\mathbb{E}(N_{R}) = \mathbb{E}(N_{R}(m,T))$ of the number of distinct words of length m, N R (m, T), which are common to R such sequences. We then consider the case of four uniformly distributed letters. We determine a b R = b R (m, T) ≥ 0 such that the interval $[\mathbb{E}(N_{R}) - b_{R}; \mathbb{E}(N_{R})]$ contains the probability p R = ℙ(N R ≥ 1) that there exists a word of length m common to the R sequences. We show that $b_{R} \approx 0.07\mathbb{E}(N_{R})$ if R = 3 and $b_{R} \leq 0.05 \mathbb{E}(N_{R})$ if R ≥ 4. Thus, for unusual common words, i.e. such that p R is small, E(N R ) provides a very accurate approximation of this probability. We then compare numerically the intervals $[\mathbb{E}(N_{R})-b_{R}, \mathbb{E}(N_{R})]$ with former approximations of p R provided by Karlin and Ost (Ann Probab 16:535–563, 1988) and Naus and Sheng (Bull Math Biol 59(3):483–495, 1997).

Suggested Citation

  • George Haiman & Cristian Preda, 2010. "A New Method of Approximating the Probability of Matching Common Words in Multiple Random Sequences," Methodology and Computing in Applied Probability, Springer, vol. 12(4), pages 775-795, December.
  • Handle: RePEc:spr:metcap:v:12:y:2010:i:4:d:10.1007_s11009-010-9192-9
    DOI: 10.1007/s11009-010-9192-9
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    References listed on IDEAS

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    1. Haiman, George, 1999. "First passage time for some stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 80(2), pages 231-248, April.
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