Exponential approximation for the nearly critical Galton-Watson process and occupation times of Markov chains

DOI10.1214/EJP.V16-914zbMATH Open1245.60083arXiv1008.3947OpenAlexW2113676289MaRDI QIDQ428522FDOQ428522

Authors: Erol A. Peköz, Adrian Röllin 

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: In this article we provide new applications for exponential approximation using the framework of Pek"oz and R"ollin (in press), which is based on Stein's method. We give error bounds for the nearly critical Galton-Watson process conditioned on non-extinction, and for the occupation times of Markov chains; for the latter, in particular, we give a new exponential approximation rate for the number of revisits to the origin for general two dimensional random walk, also known as the ErdH{o}s-Taylor theorem.

Full work available at URL: https://arxiv.org/abs/1008.3947

Recommendations

• New rates for exponential approximation and the theorems of Rényi and Yaglom
• Inequalities for rare events in time-reversible Markov chains. II
• The maximum in critical Galton–Watson and birth and death processes
• scientific article; zbMATH DE number 3998930
• Inequalities for rare events in time-reversible Markov chains. I.

zbMATH Keywords

Stein's methodexponential distributionnearly critical Galton-Watson branching processoccupation times of Markov chainsErdős-Taylor theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited In (6)

• Size bias for one and all
• Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn
• New rates for exponential approximation and the theorems of Rényi and Yaglom
• Monte Carlo methods for improper target distributions
• Distributional transformations without orthogonality relations
• Concentration inequalities from monotone couplings for graphs, walks, trees and branching processes

This page was built for publication: Exponential approximation for the nearly critical Galton-Watson process and occupation times of Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q428522)