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 | |
| Publication status | Published - 1997 Jan 1 |
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All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Mathematics(all)
- Statistics, Probability and Uncertainty
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Compound Poisson limit theorems for Markov chains. / Hsiau, Shoou Ren.
In: Journal of Applied Probability, Vol. 34, No. 1, 01.01.1997, p. 24-34.Research output: Contribution to journal › Article
TY - JOUR
T1 - Compound Poisson limit theorems for Markov chains
AU - Hsiau, Shoou Ren
PY - 1997/1/1
Y1 - 1997/1/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0031082713&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0031082713&partnerID=8YFLogxK
U2 - 10.1017/S002190020010066X
DO - 10.1017/S002190020010066X
M3 - Article
VL - 34
SP - 24
EP - 34
JO - Journal of Applied Probability
JF - Journal of Applied Probability
SN - 0021-9002
IS - 1
ER -