Skellam compound Poisson approximation to the sums of symmetric Markov dependent random variables
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866910424776048640 |
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| author | Čekanavičius, Vydas Liaudanskaite, Gabija |
| author_facet | Čekanavičius, Vydas Liaudanskaite, Gabija |
| contents | The sum of symmetric Markov dependent three-point random variables is approximated by the difference of two independent Poisson random variables (Skellam random variable). The accuracy is estimated in local, total variation and Wasserstein metrics. Properties of convolutions of measures is used for the proof. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_17389 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Skellam compound Poisson approximation to the sums of symmetric Markov dependent random variables Čekanavičius, Vydas Liaudanskaite, Gabija Probability 60J10 The sum of symmetric Markov dependent three-point random variables is approximated by the difference of two independent Poisson random variables (Skellam random variable). The accuracy is estimated in local, total variation and Wasserstein metrics. Properties of convolutions of measures is used for the proof. |
| title | Skellam compound Poisson approximation to the sums of symmetric Markov dependent random variables |
| topic | Probability 60J10 |
| url | https://arxiv.org/abs/2404.17389 |