Approximation of symmetric three-state Markov chain by compound Poisson law

DOI10.1007/S10986-016-9326-ZMaRDI QIDQ317157zbMATH OpenOpenAlexFDO

Authors Jūrateė Šliogere, Vydas Čekanavičius

Publication date 30 September 2016

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-016-9326-z

zbMATH Keywords

Markov chaincompound Poisson approximationtotal variation normWasserstein norm

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 4078402 (Why is no real title available?)
• scientific article; zbMATH DE number 3181531 (Why is no real title available?)
• scientific article; zbMATH DE number 3069526 (Why is no real title available?)
• Approximation of Binomial Distributions by Infinitely Divisible Ones
• Approximation of distributions of integral additive functions by discrete charges. I
• Compound Poisson and signed compound Poisson approximations to the Markov binomial law
• Compound Poisson approximation for Markov chains using Stein's method
• Generalized Poisson distributions as limits of sums for arrays of dependent random vectors
• Infinitely Divisible Distributions as Limit Laws for Sums of Random Variables Connected in a Markov Chain
• More Exact Statement of Limit Theorems for Homogeneous Markov Chains
• Normal Approximation by Stein’s Method
• On Poisson approximation to the partial sum process of a Markov chain
• On Stein's factors for Poisson approximation in Wasserstein distance
• On approximation of Markov binomial distributions
• On approximation of convolutions by accompanying laws in the scheme of series
• On the asymptotics of locally dependent point processes
• On the limit of the Markov binomial distribution
• On variational bounds in the compound Poisson approximation of the individual risk model
• Poisson type approximations for the Markov binomial distribution
• Translated Poisson approximation for Markov chains

Cited in

(8)

• Approximations for sums of three-valued 1-dependent symmetric random variables
• Asymptotics for the sum of three state Markov dependent random variables
• Compound Poisson approximation
• On closeness of two discrete weighted sums
• Compound Poisson approximations for sums of Markov dependent random variables
• Signed Poisson approximations for Markov chains
• Approximating kth-order two-state Markov chains
• Erratum to: ``Approximation of symmetric three-state Markov chain by compound Poisson law

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