Approximation of symmetric three-state Markov chain by compound Poisson law

DOI10.1007/s10986-016-9326-zzbMath1347.60102OpenAlexW2501747064MaRDI QIDQ317157

Vydas Čekanavičius, Jūrateė Šliogere

Publication date: 30 September 2016

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-016-9326-z

zbMATH Keywords

Markov chaintotal variation normcompound Poisson approximationWasserstein norm

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (4)

Compound Poisson approximation ⋮ On closeness of two discrete weighted sums ⋮ Approximations for sums of three-valued 1-dependent symmetric random variables ⋮ Asymptotics for the sum of three state Markov dependent random variables

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