Stein's method for compound geometric approximation

DOI10.1239/JAP/1269610822MaRDI QIDQ3550994zbMATH OpenOpenAlexFDO

Authors Fraser Daly

Publication date 8 April 2010

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

Full work available at URL https://doi.org/10.1239/jap/1269610822

zbMATH Keywords

compound geometric approximationMarkov chain hitting timesStein's method

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• A maximal coupling for Markov chains
• An Introduction to Stein's Method
• Compound Poisson approximation for Markov chains using Stein's method
• Compound Poisson approximation for nonnegative random variables via Stein's method
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• Non-uniform bounds for geometric approximation
• On coupling of Markov chains
• Solving the Stein Equation in compound poisson approximation
• Stein's method for geometric approximation
• The first divisible sum

Cited in

(9)

• Hitting time and mixing time bounds of Stein's factors
• Total variation error bounds for geometric approximation
• On strong stationary times and approximation of Markov chain hitting times by geometric sums
• A geometrical explanation of Stein shrinkage
• Non Uniform Bounds on Geometric Approximation Via Stein's Method and w-Functions
• Stein's method for geometric approximation
• On a Stein method based approximation for a two-dimensional Markov chain
• On geometric-type approximations with applications
• Stein's method for asymmetric Laplace approximation

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