Compound Poisson limit theorems for Markov chains

研究成果: Article

6 引文 斯高帕斯(Scopus)

摘要

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.

原文English
頁(從 - 到)24-34
頁數11
期刊Journal of Applied Probability
34
發行號1
DOIs
出版狀態Published - 1997 三月

    指紋

All Science Journal Classification (ASJC) codes

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

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