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Consider a stationary Markov chain with state space consisting of theξ-letter alphabet set Λ= {a1, a2, ···,aξ}.We study the variablesM=M(n, k) andN=N(n, k),defined, respectively, as the number of overlapping and non-overlapping occurrences of a fixed periodick-letter word, and use the Stein–Chen method to obtain compound Poisson approximations for their distribution.
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Geske et al. (1995) studied this question.
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