Compound Poisson limit theorems for Markov chains

DOI10.2307/3215171MaRDI QIDQ4339244zbMATH OpenOpenAlexFDO

Authors S.-R. Hsiau

Publication date 2 November 1997

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

Full work available at URL https://doi.org/10.2307/3215171

zbMATH Keywords

characteristic functioncompound Poisson limit theoremMarkov chainPoisson limit theoremprobability generating function

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Functional limit theorems; invariance principles (60F17)

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Cited in

(14)

• Poisson limit theorem for countable Markov chains in Markovian environments.
• Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains.
• Compound Poisson approximation
• Trajectory composition of Poisson time changes and Markov counting systems
• scientific article; zbMATH DE number 5946288 (Why is no real title available?)
• Limit Laws fork-Coverage of Paths by a Markov–Poisson–Boolean Model
• scientific article; zbMATH DE number 4066031 (Why is no real title available?)
• Approximating kth-order two-state Markov chains
• scientific article; zbMATH DE number 713397 (Why is no real title available?)
• Poisson theorem for non-homogeneous Markov chains
• scientific article; zbMATH DE number 1894677 (Why is no real title available?)
• Compound Poisson and signed compound Poisson approximations to the Markov binomial law
• Compound Poisson approximations for sums of Markov dependent random variables
• Two limit theorems for Markov binomial distribution

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