Approximation of symmetric three-state Markov chain by compound Poisson law
From MaRDI portal
Publication:317157
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the asymptotics of locally dependent point processes
- On approximation of Markov binomial distributions
- Compound Poisson and signed compound Poisson approximations to the Markov binomial law
- Translated Poisson approximation for Markov chains
- On variational bounds in the compound Poisson approximation of the individual risk model
- Poisson type approximations for the Markov binomial distribution
- Generalized Poisson distributions as limits of sums for arrays of dependent random vectors
- On Poisson approximation to the partial sum process of a Markov chain
- Compound Poisson approximation for Markov chains using Stein's method
- Approximation of distributions of integral additive functions by discrete charges. I
- On approximation of convolutions by accompanying laws in the scheme of series
- On Stein's factors for Poisson approximation in Wasserstein distance
- Infinitely Divisible Distributions as Limit Laws for Sums of Random Variables Connected in a Markov Chain
- Approximation of Binomial Distributions by Infinitely Divisible Ones
- Normal Approximation by Stein’s Method
- On the limit of the Markov binomial distribution
- More Exact Statement of Limit Theorems for Homogeneous Markov Chains
This page was built for publication: Approximation of symmetric three-state Markov chain by compound Poisson law
