Compound Poisson and signed compound Poisson approximations to the Markov binomial law
From MaRDI portal
Publication:627290
DOI10.3150/09-BEJ246zbMath1213.60033arXiv1011.5734OpenAlexW1971252229MaRDI QIDQ627290
Palaniappan Vellaisamy, Vydas Čekanavičius
Publication date: 28 February 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.5734
total variation normcompound Poisson approximationgeometric distributionWasserstein normlocal normsigned compound Poisson measureMarkov binomial distribution
Probability distributions: general theory (60E05) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
Compound Poisson approximation ⋮ Approximation of symmetric three-state Markov chain by compound Poisson law ⋮ On closeness of two discrete weighted sums ⋮ On a saddlepoint approximation to the Markov binomial distribution ⋮ Two limit theorems for Markov binomial distribution ⋮ Poisson approximation ⋮ Asymptotics for the sum of three state Markov dependent random variables ⋮ Stein's method for conditional compound Poisson approximation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Error bounds for the compound Poisson approximation
- Binomial approximation to the Markov binomial distribution
- Precision of approximation of the generalized binomial distribution by convolutions of Poisson measures
- On a relationship between Uspensky's theorem and Poisson approximations
- A general Poisson approximation theorem
- On compound Poisson approximation for sums of random variables
- On a class of approximative computation methods in the individual risk model
- On the dependency of risks in the individual life model
- On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies
- Signed Poisson approximations for Markov chains
- Compound Poisson approximation for Markov chains using Stein's method
- Approximation of distributions of integral additive functions by discrete charges. I
- Compound Poisson approximation for multiple runs in a Markov chain
- Total variation asymptotics for sums of independent integer random variables
- Local theorems for the Markov binomial distribution
- The compound Poisson approximation for a portfolio of dependent risks
- An approximation theorem for the Poisson binomial distribution
- The limit of sum of Markov Bernoulli variables in system reliability evaluation
- Approximation of Binomial Distributions by Infinitely Divisible Ones
- On the limit of the Markov binomial distribution
- Approximating kth-order two-state Markov chains
- Compound Poisson limit theorems for Markov chains
- Convergence theorems for the lengths of consecutive successes of Markov Bernoulli sequences
- Sequential and systematic sampling plans for the Markov-dependent production process
- Poisson approximation for (k1, k2)-events via the Stein-Chen method
- Poisson Approximation via the Convolution with Kornya--Presman Signed Measures
- Discriminating between sequences of bernoulli and markov-bernoulli trials
- A Generalization of Poisson's Distribution for Markoff Chains
- Compound Poisson approximations for sums of random variables
- Sharp constants in the Poisson approximation
