Pseudo-Poisson approximation for Markov chains

DOI10.1016/0304-4149(95)00065-8zbMath0849.60019OpenAlexW2059608854MaRDI QIDQ1915830

Dietmar Pfeifer, Konstantin A. Borovkov

Publication date: 1 July 1996

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00065-8

zbMATH Keywords

Markov chainPoisson approximationpseudo-Poisson process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

Signed Poisson approximations for Markov chains, Compound Poisson approximation for unbounded functions on a group, with application to large deviations, An expansion in the exponent for compound binomial approximations, Infinitely divisible approximations for discrete nonlattice variables

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