Compound Poisson limit theorems for Markov chains

Shoou Ren Hsiau

doi:10.1017/S002190020010066X

Compound Poisson limit theorems for Markov chains

Shoou Ren Hsiau

Department of Mathematics

Research output: Contribution to journal › Article

6 Citations (Scopus)

Abstract

This paper establishes a compound Poisson limit theorem for the sum of a sequence of multi-state Markov chains. Our theorem generalizes an earlier one by Koopman for the two-state Markov chain. Moreover, a similar approach is used to derive a limit theorem for the sum of the k th-order two-state Markov chain.

Original language	English
Pages (from-to)	24-34
Number of pages	11
Journal	Journal of Applied Probability
Volume	34
Issue number	1
DOIs	https://doi.org/10.1017/S002190020010066X
Publication status	Published - 1997 Mar

All Science Journal Classification (ASJC) codes

Statistics and Probability
Mathematics(all)
Statistics, Probability and Uncertainty

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10.1017/S002190020010066X

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Hsiau, S. R. (1997). Compound Poisson limit theorems for Markov chains. Journal of Applied Probability, 34(1), 24-34. https://doi.org/10.1017/S002190020010066X

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