### 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 |
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Pages (from-to) | 24-34 |

Number of pages | 11 |

Journal | Journal of Applied Probability |

Volume | 34 |

Issue number | 1 |

DOIs | |

Publication status | Published - 1997 Mar |

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### All Science Journal Classification (ASJC) codes

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