On Stein's method for stochastically monotone single-birth chains

DOI10.1016/J.SPL.2023.109993MaRDI QIDQ6152250zbMATH OpenOpenAlexFDO

Authors Fraser Daly

Publication date 13 February 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2207.00376

zbMATH Keywords

Stein's methodtotal variation distancePoisson's equationstochastic monotonicitysingle-birth Markov chain

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Approximations to statistical distributions (nonasymptotic) (62E17)

Abstract: We discuss Stein's method for approximation by the stationary distribution of a single-birth Markov chain, in conjunction with stochastic monotonicity and similar assumptions. We use bounds on the increments of the solution of Poisson's equation for such a process. Applications include rates of convergence to stationarity, and bounding the total variation distance between the stationary distributions of two Markov chains in the case where one transition matrix dominates the other.

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Cites work

• scientific article; zbMATH DE number 3059214 (Why is no real title available?)
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