Abstract
We revisit a simply stated problem of Knuth. Previous approaches rely on the Bernoulli nature of the underlying stochastic process to recover the systems mean behaviour. We show that limiting results hold for a wide range of stochastic processes. A Large Deviation Principle (LDP) is proved, allowing estimates to be made for the probability of rare-events. From the LDP, a weak law of large numbers is deduced.
Original language | English |
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Pages (from-to) | 107-118 |
Number of pages | 12 |
Journal | Mathematical Proceedings of the Royal Irish Academy |
Volume | 104 |
Issue number | 1 |
Publication status | Published - Nov 2004 |
Keywords
- Knuth
- Banach's matchbox problem
- large deviation principles