On geometric-type approximations with applications

DOI10.1007/S11009-024-10130-WMaRDI QIDQ7027060zbMATH OpenFDO

Authors Fraser Daly, Claude Lefèvre

Publication date 14 February 2025

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11009-024-10130-W

zbMATH Keywords

compound binomial risk processMarkov chain hitting timePoisson process with random time horizonStein's method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Risk models (general) (91B05)

Cites work

• A negative binomial approximation in group testing
• Approximations of the ruin probability in a discrete time risk model
• Compound geometric approximation under a failure rate constraint
• Erlangian Approximations for Finite-Horizon Ruin Probabilities
• Fundamentals of Stein's method
• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• New rates for exponential approximation and the theorems of Rényi and Yaglom
• On strong stationary times and approximation of Markov chain hitting times by geometric sums
• Poisson and compound Poisson approximations for random sums of random variables
• Power laws in preferential attachment graphs and Stein's method for the negative binomial distribution
• Stein's method for compound geometric approximation
• Stein's method for geometric approximation
• Stochastic orders
• The first divisible sum
• Total variation error bounds for geometric approximation
• Translated Poisson approximation using exchangeable pair couplings

Cited in

(1)

• Stein's method for asymmetric Laplace approximation

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