Stein's Method for Compound Geometric Approximation
نویسندگان
چکیده
منابع مشابه
Stein’s Method for Compound Geometric Approximation
We apply Stein’s method for probabilistic approximation by a compound geometric distribution, with applications to Markov chain hitting times and sequence patterns. Bounds on our Stein operator are found using a complex analytical approach based on generating functions and Cauchy’s formula.
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2010
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200006458