Compound Poisson limit theorems for Markov chains

DOI10.2307/3215171zbMath0874.60007OpenAlexW4246555101MaRDI QIDQ4339244

S.-R. Hsiau

Publication date: 2 November 1997

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

Full work available at URL: https://doi.org/10.2307/3215171

zbMATH Keywords

probability generating functioncharacteristic functionMarkov chainPoisson limit theoremcompound Poisson limit theorem

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Compound Poisson approximation ⋮ Compound Poisson and signed compound Poisson approximations to the Markov binomial law ⋮ Two limit theorems for Markov binomial distribution

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