Translated Poisson Approximation for Markov Chains
نویسندگان
چکیده
منابع مشابه
Translated Poisson approximation for Markov chains
The paper is concerned with approximating the distribution of a sum W of integer valued random variables Yi, 1 ≤ i ≤ n, whose distributions depend on the state of an underlying Markov chain X. The approximation is in terms of a translated Poisson distribution, with mean and variance chosen to be close to those of W , and the error is measured with respect to the total variation norm. Error boun...
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Let X1, . . . , Xn be independent, integer valued random variables, with p th moments, p > 2, and let W denote their sum. We prove bounds analogous to the classical non-uniform estimates of the error in the central limit theorem, but now, for approximation of L(W ) by a translated Poisson distribution. The advantage is that the error bounds, which are often of order no worse than in the classic...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2008
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-008-0190-6