On Poisson approximation to the partial sum process of a Markov chain

DOI10.1016/S0304-4149(97)00022-7MaRDI QIDQ1382557zbMATH OpenOpenAlexFDO

Authors Shengwu He, Aihua Xia

Publication date 29 March 1998

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(97)00022-7

zbMATH Keywords

point processWasserstein metricStein's methodcouplingtotal variation metricpartial sum processPalm distribution

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inequalities; stochastic orderings (60E15)

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Cites work

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Cited in

(12)

• Pseudo-Poisson approximation for Markov chains
• scientific article; zbMATH DE number 1894677 (Why is no real title available?)
• Removing logarithms in Poisson approximation to the partial sum process of a Markov chain
• Local Limit Approximations for Markov Population Processes
• On a Stein method based approximation for a two-dimensional Markov chain
• Approximation of symmetric three-state Markov chain by compound Poisson law
• Poisson approximation of processes with locally independent increments and Markov switching
• On approximation of Markov binomial distributions
• Compound Poisson approximations for sums of Markov dependent random variables
• Translated Poisson approximation for Markov chains
• A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature
• scientific article; zbMATH DE number 836641 (Why is no real title available?)

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