Translated Poisson approximation to equilibrium distributions of Markov population processes

DOI10.1007/S11009-009-9124-8MaRDI QIDQ607605zbMATH OpenOpenAlexFDO

Authors Sanda N. Socoll, A. D. Barbour

Publication date 22 November 2010

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0902.0884, https://www.zora.uzh.ch/id/eprint/27116/15/ZORA_NL_27116.pdf

zbMATH Keywords

approximationequilibrium distributionMarkov population process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Discrete-time Markov processes on general state spaces (60J05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Approximations to statistical distributions (nonasymptotic) (62E17) Population dynamics (general) (92D25)

Abstract: The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in Kolmogorov distance, is of the smallest order that is compatible with their having integer support. Here, an approximation in the much stronger total variation norm is established, without any loss in the asymptotic order of accuracy; the approximating distribution is a translated Poisson distribution having the same variance and (almost) the same mean. Our arguments are based on the Stein-Chen method and Dynkin's formula.

Review text

The authors consider the behavior of equilibrium distributions of density dependent Markov population processes in which the transition rates depend on the density of individuals. The Kolmogorov distance between the equilibrium distribution is known [\textit{A. D. Barbour}, Adv. Appl. Probab. 12, 591--614 (1980; Zbl 0434.60084)] to have a bound of order \(O(1/\sqrt{n})\). The authors prove that this normal approximation can be substantially strengthened. The line of reasoning is based on the Stein-Chen method and Dynkin's formula and leads to the approximating distribution in the form of a translated Poisson distribution with the same variance and almost the same mean. In spite of much stronger metric and weaker assumptions the error bounds are of the same order. The results are illustrated by a simple example in which an immigration birth and death process with birth occurring in groups is considered.

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Cites work

• Approximation of sums of conditionally independent variables by the translated Poisson distribution
• Conditions for integrability of Markov chains
• Equilibrium distributions Markov population processes
• scientific article; zbMATH DE number 52632 (Why is no real title available?)
• Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
• Solutions of ordinary differential equations as limits of pure jump markov processes

Cited in

(6)

• Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes
• Normal approximations for discrete-time occupancy processes
• Local Limit Approximations for Markov Population Processes
• scientific article; zbMATH DE number 4028563 (Why is no real title available?)
• scientific article; zbMATH DE number 919385 (Why is no real title available?)
• Translated Poisson approximation for Markov chains

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