Pseudo-Poisson approximation for Markov chains

DOI10.1016/0304-4149(95)00065-8MaRDI QIDQ1915830zbMATH OpenOpenAlexFDO

Authors K. Borovkov, Dietmar Pfeifer

Publication date 1 July 1996

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

Full work available at URL https://doi.org/10.1016/0304-4149(95)00065-8

zbMATH Keywords

Markov chainPoisson approximationpseudo-Poisson process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on general state spaces (60J25)

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• Refinement of Poisson Approximation
• Some Elementary Results on Poisson Approximation in a Sequence of Bernoulli Trials
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• The Poisson Theorem and Markov Chains
• Verallgemeinerung eines Satzes von Prochorow und Le Cam

Cited in

(8)

• Infinitely divisible approximations for discrete nonlattice variables
• A class of generators of pseudo-Markov chains
• Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process
• Inequalities for rare events in time-reversible Markov chains. II
• An expansion in the exponent for compound binomial approximations
• Poisson type approximations for the Markov binomial distribution
• Signed Poisson approximations for Markov chains
• Compound Poisson approximation for unbounded functions on a group, with application to large deviations

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