Stein's Method for Compound Geometric Approximation
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Publication:3550994
DOI10.1239/jap/1269610822zbMath1482.62039OpenAlexW2044113918MaRDI QIDQ3550994
Publication date: 8 April 2010
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1269610822
Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Approximations to statistical distributions (nonasymptotic) (62E17)
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Total variation error bounds for geometric approximation ⋮ On strong stationary times and approximation of Markov chain hitting times by geometric sums
Cites Work
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- Compound Poisson approximation for nonnegative random variables via Stein's method
- The first divisible sum
- Non-uniform bounds for geometric approximation
- Compound Poisson approximation for Markov chains using Stein's method
- A maximal coupling for Markov chains
- On coupling of Markov chains
- Solving the Stein Equation in compound poisson approximation
- An Introduction to Stein's Method
- Stein's method for geometric approximation
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