Approximating kth-order two-state Markov chains

DOI10.2307/3214718MaRDI QIDQ4031659zbMATH OpenOpenAlexFDO

Authors

Publication date 1 April 1993

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214718

zbMATH Keywords

compound Poissonlimiting distributionMarkov dependencestationary transition probabilitiestotal variation metric

Mathematics Subject Classification ID

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

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Cited in

(13)

• Poisson type approximations for the Markov binomial distribution
• On the convergence of Markov binomial to Poisson distribution
• Signed Poisson approximations for Markov chains
• A sufficient condition for a unique invariant distribution of a higher-order Markov chain
• Lower-bound estimates for Poisson-type approximations
• Markov approximation of chains of infinite order in the \(\bar d\)-metric
• Counterexamples to the conjecture on stationary probability vectors of the second-order Markov chains
• Approximation for counts of 2-runs in a two state Markov chain
• Compound Poisson limit theorems for Markov chains
• Tight Markov chains and random compositions
• Compound Poisson and signed compound Poisson approximations to the Markov binomial law
• Two limit theorems for Markov binomial distribution
• A high-order Markov-switching model for risk measurement

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