Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains

Annals of Applied Probability

Volumn 10, Issue 2, 2000, Pages 573-591

  Erhardsson, Torkel ^a  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

Birth death chain; Compound Poisson approximation; Counts of rare patterns; Error bound; Extreme sojourns; Head run; Stationary Markov chain

Indexed keywords

EID: 0034376430     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1019487356     Document Type: Article

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