Codice | QDD220 |
Titolo | Lower bounds for moments of global scores of pairwise Markov chains |
Data | 2016-03-21 |
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 r-moment of the score
in the case where the two-dimensional 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 r-moment of the score. We also perform simulations indicating the validity of the condition. |
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