Signed Poisson approximations for Markov chains

DOI10.1016/S0304-4149(99)00017-4zbMATH Open0997.60073MaRDI QIDQ1613613FDOQ1613613

Authors: Vydas Čekanavičius, M. Mikalauskas 

Publication date: 29 August 2002

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

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zbMATH Keywords

Markov chaintotal variation normcompound Poisson lawsigned Poisson approximation

Mathematics Subject Classification ID

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

Cites Work

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Cited In (18)

• Pseudo-Poisson approximation for Markov chains
• Asymptotics for the sum of three state Markov dependent random variables
• Moderate and large deviation estimate for the Markov-binomial distribution
• Compound Poisson approximation
• Total variation asymptotics for sums of independent integer random variables
• Translated Poisson approximation to equilibrium distributions of Markov population processes
• Approximation of symmetric three-state Markov chain by compound Poisson law
• On approximation of Markov binomial distributions
• Compound Poisson and signed compound Poisson approximations to the Markov binomial law
• Compound Poisson approximations for sums of Markov dependent random variables
• Binomial approximation to the Markov binomial distribution
• Translated Poisson approximation for Markov chains
• Poisson type approximations for the Markov binomial distribution
• Mod-\(\phi\) convergence: approximation of discrete measures and harmonic analysis on the torus
• Approximating kth-order two-state Markov chains
• Lower-bound estimates for Poisson-type approximations
• On the convergence of Markov binomial to Poisson distribution
• Signed Poisson approximation: A possible alternative to normal and Poisson laws

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