Compound Poisson approximation for Markov chains using Stein's method

Annals of Probability

Volumn 27, Issue 1, 1999, Pages 565-596

  Erhardsson, Torkel ^a  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

"Rare" set; Approximation; Compound Poisson; Coupling; Error bound; Expected hitting times; Harris recurrence; Hitting probabilities; Regenerative; Stationary Markov chain; Stein equation

Indexed keywords

EID: 0033244644     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1022677272     Document Type: Article

References (25)

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