Codice  QDD220 
Titolo  Lower bounds for moments of global scores of pairwise Markov chains 
Data  20160321 
Autore/i  Lember, J.; Matzinger, H., Sova, J.; Zucca, F. 
Link  Download full text 
Abstract  Let us consider two random sequences such
that every random variable takes values in a finite set. We consider a global similarity score that measures the homology
(relatedness) of words obtained by the random sequences. A
typical example of such score is the length of the longest common
subsequence. We study the order of central absolute rmoment of the score
in the case where the twodimensional joint process represented by the two random sequences is a Markov chain. This is a very general model involving independent
Markov chains, hidden Markov models, Markov switching models and
many more. Our main result establishes a general condition which allows to
obtain an explicit asymptotic value of the central absolute rmoment of the score. We also perform simulations indicating the validity of the condition. 
