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 Mar |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Mathematics(all)
- Statistics, Probability and Uncertainty