Approximating kth-order two-state Markov chains

DOI10.2307/3214718zbMath0765.60070OpenAlexW4236473361MaRDI QIDQ4031659

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Publication date: 1 April 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214718

zbMATH Keywords

compound PoissonMarkov dependencelimiting distributiontotal variation metricstationary transition probabilities

Mathematics Subject Classification ID

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

Related Items (7)

On the convergence of Markov binomial to Poisson distribution ⋮ Signed Poisson approximations for Markov chains ⋮ Compound Poisson and signed compound Poisson approximations to the Markov binomial law ⋮ Lower-bound estimates for Poisson-type approximations ⋮ A high-order Markov-switching model for risk measurement ⋮ Poisson type approximations for the Markov binomial distribution ⋮ Two limit theorems for Markov binomial distribution

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