Local Limit Approximations for Markov Population Processes

DOI10.1239/JAP/1253279846MaRDI QIDQ3182426zbMATH OpenOpenAlexFDO

Authors Sanda N. Socoll, A. D. Barbour

Publication date 8 October 2009

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0902.0886

zbMATH Keywords

continuous-time Markov jump processescouplingdensity-dependent population processesequilibrium distributionpoint probabilitiesStein--Chen method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Abstract: The paper is concerned with the equilibrium distribution $P{i}_n$ of the $n$-th element in a sequence of continuous-time density dependent Markov processes on the integers. Under a $(2+a)$-th moment condition on the jump distributions, we establish a bound of order $O(n^{-(a+1)/2}sqrtlogn)$ on the difference between the point probabilities of $P{i}_n$ and those of a translated Poisson distribution with the same variance. Except for the factor $sqrtlogn$, the result is as good as could be obtained in the simpler setting of sums of independent integer-valued random variables. Our arguments are based on the Stein-Chen method and coupling.

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Cites work

• Approximation of sums of conditionally independent variables by the translated Poisson distribution
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Cited in

(6)

• Second order limit theorems for the Markov branching process in random environments
• Normal approximations for discrete-time occupancy processes
• Escape from the boundary in Markov population processes
• scientific article; zbMATH DE number 4028563 (Why is no real title available?)
• Bounding the equilibrium distribution of Markov population models.
• Translated Poisson approximation to equilibrium distributions of Markov population processes

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