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.

Recommendations

• Local Limit Approximations for Markov Population Processes
• Signed Poisson approximations for Markov chains
• Translated Poisson approximation for Markov chains
• Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes
• Translated Poisson approximation using exchangeable pair couplings

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

This page was built for publication: Translated Poisson approximation to equilibrium distributions of Markov population processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q607605)