The first divisible sum
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The authors consider ``the distribution of the first sum of a sequence of positive integer valued i.i.d. random variables which is divisible by \(d\). It is known that this sum, divided by \(d\), converges to a geometric distribution as \(d \to \infty\). The rate of convergence is investigated by two methods. The first of them, Stein's method, is based on the coupling technique. The second one uses the theory of Banach algebras. An interesting comparison of the given approaches is presented.
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Cites work
- A property of power series with positive coefficients
- A semigroup approach to Poisson approximation
- An application of the renewal theoretic selection principle: The first divisible sum
- An elementary proof of the central limit theorem
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- On Ch. Jordan's series for probability
- Poisson approximation for dependent trials
- Uniform rates of convergence for Markov chain transition probabilities
Cited in
(6)- An application of the renewal theoretic selection principle: The first divisible sum
- Total variation error bounds for geometric approximation
- Stein's method for compound geometric approximation
- Convergence de I'estimateur à noyau de dérivées de Radon-Nikodym générales dans le cas mélangeant
- A non uniform bound on geometric approximation with \(w\)-functions
- On geometric-type approximations with applications
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