On Poisson approximation to the partial sum process of a Markov chain

DOI10.1016/S0304-4149(97)00022-7zbMath0889.60049OpenAlexW1966999847MaRDI QIDQ1382557

Aihua Xia, Shengwu He

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00022-7

zbMATH Keywords

Wasserstein metricStein's methodpartial sum processPalm distributionpoint processcouplingtotal variation metric

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Approximation of symmetric three-state Markov chain by compound Poisson law ⋮ On approximation of Markov binomial distributions ⋮ Removing logarithms in Poisson approximation to the partial sum process of a Markov chain

Cites Work

• Two moments suffice for Poisson approximations: The Chen-Stein method
• Stein's method and point process approximation
• An introduction to the theory of point processes
• Poisson approximation for dependent trials
• The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
• Some applications of the Stein-Chen method for proving Poisson convergence
• A maximal coupling for Markov chains
• On metrics in point process approximation
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