Compound Poisson limit theorems for Markov chains

DOI10.2307/3215171zbMATH Open0874.60007OpenAlexW4246555101MaRDI QIDQ4339244FDOQ4339244

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

Recommendations

• scientific article; zbMATH DE number 713397
• Poisson theorem for non-homogeneous Markov chains
• scientific article; zbMATH DE number 1894677
• Approximating kth-order two-state Markov chains

zbMATH Keywords

characteristic functionMarkov chainprobability generating functionPoisson limit theoremcompound Poisson limit theorem

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)

Cited In (14)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Compound Poisson approximation
• Title not available (Why is that?)
• Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains.
• Poisson limit theorem for countable Markov chains in Markovian environments.
• Trajectory composition of Poisson time changes and Markov counting systems
• Two limit theorems for Markov binomial distribution
• Compound Poisson and signed compound Poisson approximations to the Markov binomial law
• Compound Poisson approximations for sums of Markov dependent random variables
• Title not available (Why is that?)
• Approximating kth-order two-state Markov chains
• Poisson theorem for non-homogeneous Markov chains
• Limit Laws fork-Coverage of Paths by a Markov–Poisson–Boolean Model

This page was built for publication: Compound Poisson limit theorems for Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4339244)