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Mathematics > Probability

Title: Skellam compound Poisson approximation to the sums of symmetric Markov dependent random variables

Abstract: 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.
Subjects: Probability (math.PR)
MSC classes: 60J10
Cite as: arXiv:2404.17389 [math.PR]
  (or arXiv:2404.17389v1 [math.PR] for this version)

Submission history

From: Vydas Cekanavicius [view email]
[v1] Fri, 26 Apr 2024 13:06:33 GMT (17kb)

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