Translated Poisson approximation for Markov chains

DOI10.1007/S10959-006-0047-9MaRDI QIDQ867091zbMATH OpenOpenAlexFDO

Authors Torgny Lindvall, A. D. Barbour

Publication date 14 February 2007

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

Full work available at URL https://arxiv.org/abs/0810.0599, http://doc.rero.ch/record/318945/files/10959_2006_Article_47.pdf

zbMATH Keywords

Markov chainsPoisson approximation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25)

Abstract: The paper is concerned with approximating the distribution of a sum W of n integer valued random variables Y_i, whose distributions depend on the state of an underlying Markov chain X. The approximation is in terms of a translated Poisson distribution, with mean and variance chosen to be close to those of W, and the error is measured with respect to the total variation norm. Error bounds comparable to those found for normal approximation with respect to the weaker Kolmogorov distance are established, provided that the distribution of the sum of the Y_i's between the successive visits of X to a reference state is aperiodic. Without this assumption, approximation in total variation cannot be expected to be good.

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Cited in

(18)

• Pseudo-Poisson approximation for Markov chains
• Asymptotics for the sum of three state Markov dependent random variables
• Compound Poisson approximation
• scientific article; zbMATH DE number 7307484 (Why is no real title available?)
• Approximation of sums of conditionally independent variables by the translated Poisson distribution
• Local Limit Approximations for Markov Population Processes
• Translated Poisson approximation to equilibrium distributions of Markov population processes
• Approximation of symmetric three-state Markov chain by compound Poisson law
• A non-uniform bound for translated {P}oisson approximation
• On approximation of Markov binomial distributions
• Translated Poisson approximation using exchangeable pair couplings
• A three-parameter binomial approximation
• Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes
• Poisson type approximations for the Markov binomial distribution
• Signed Poisson approximations for Markov chains
• Approximating kth-order two-state Markov chains
• Sparse covers for sums of indicators
• Multivariate approximation in total variation using local dependence

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