Compound Poisson approximation for Markov chains using Stein's method

DOI10.1214/aop/1022677272zbMath0942.60007OpenAlexW2034112781MaRDI QIDQ1807200

Torkel Erhardsson

Publication date: 9 November 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022677272

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites Work

• Markov chains and stochastic stability
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• Extremal theory for stochastic processes
• Two moments suffice for Poisson approximations: The Chen-Stein method
• Stationary random processes associated with point processes
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• Poisson approximation for dependent trials
• On Berry-Esseen results for the compound Poisson distribution
• Stein's method for compound Poisson approximation: The local approach
• On the number of high excursions of linear growth processes
• General Irreducible Markov Chains and Non-Negative Operators
• Maxima and exceedances of stationary Markov chains
• Compound Poisson approximation for the Johnson-Mehl model
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