Approximation of symmetric three-state Markov chain by compound Poisson law
DOI10.1007/S10986-016-9326-ZzbMATH Open1347.60102OpenAlexW2501747064MaRDI QIDQ317157FDOQ317157
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
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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)
Cites Work
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- Approximation of Binomial Distributions by Infinitely Divisible Ones
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- On the limit of the Markov binomial distribution
- On the asymptotics of locally dependent point processes
- More Exact Statement of Limit Theorems for Homogeneous Markov Chains
- On approximation of Markov binomial distributions
- Compound Poisson and signed compound Poisson approximations to the Markov binomial law
- Translated Poisson approximation for Markov chains
- On variational bounds in the compound Poisson approximation of the individual risk model
Cited In (7)
- 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
- 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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