Compound Poisson approximations for sums of Markov dependent random variables
摘要
Closeness of Markov binomial distribution to the set of infinitely divisible distributions is measured in ℓr and Lr metrics. For a Markov chain with finite number of states, we construct a compound Poisson approximation of order o(n−1/2) in the total-variation metric. The characteristic function method is used for the proof.