Compound Poisson approximations for sums of Markov dependent random variables

被引：0

作者：

Cekanavicius, Vydas ^{[1
]}

Liaudanskaite, Gabija ^{[1
]}

机构：

[1] Vilnius Univ, Inst Appl Math, Fac Math & Informat, Naugarduko 24, LT-03225 Vilnius, Lithuania

来源：

LITHUANIAN MATHEMATICAL JOURNAL | 2024年 / 64卷 / 03期

关键词：

compound Poisson approximation; Kolmogorov theorem; local metric; Markov binomial distribution; total-variation metric; Wasserstein metric; LIMIT;

D O I：

10.1007/s10986-024-09646-y

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Closeness of Markov binomial distribution to the set of infinitely divisible distributions is measured in & ell;r and Lr metrics. For a Markov chain with finite number of states, we construct a compound Poisson approximation of order o(n-1/2) in the total-variation metric. The characteristic function method is used for the proof.

引用

页码：267 / 286

页数：20

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