Compound Poisson and signed compound Poisson approximations to the Markov binomial law (Q627290): Difference between revisions

Let \({\xi _0},{\xi _1},\dots,{\xi _n},\dots\), \({\xi _i} \in \{ 0,1\} \) form a Markov chain with stationary transition probabilities and with the initial distribution \(P({\xi _0} = 1) = {p_0}\), \(P({\xi _0} = 0) = 1 - {p_0}\), \({p_0} \in [0,1]\). The distribution of \({S_n} = {\xi _1} + \cdots + {\xi _n}\) is said to be the Markov binomial distribution (MBP). The paper uses compound Poisson distributions and signed Poisson measures for approximation of the MBP. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms.