Permanent URL to this publication: http://dx.doi.org/10.5167/uzh21238
Barbour, A D; Lindvall, T (2009). Erratum: Translated Poisson approximation for Markov chains. Journal of Theoretical Probability, 22(1):279280.

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Abstract
The paper is concerned with approximating the distribution of a sum W of integer valued random variables Y i , 1 ≤ i ≤ n, whose distributions depend on the state of an underlying Markov chain X. The approximation is in terms of a translated Poisson distribution, with mean and variance chosen to be close to those of W, and the error is measured with respect to the total variation norm. Error bounds comparable to those found for normal approximation with respect to the weaker Kolmogorov distance are established, provided that the distribution of the sum of the Y i ’s between the successive visits of X to a reference state is aperiodic. Without this assumption, approximation in total variation cannot be expected to be good.
Item Type:  Journal Article, refereed, original work 

Communities & Collections:  07 Faculty of Science > Institute of Mathematics 
DDC:  510 Mathematics 
Language:  English 
Date:  2009 
Deposited On:  19 Feb 2010 10:15 
Last Modified:  27 Dec 2013 21:01 
Publisher:  Springer 
ISSN:  08949840 
Publisher DOI:  10.1007/s1095900801906 
Related URLs:  http://www.ams.org/mathscinetgetitem?mr=2472017 
Citations:  Web of Science® Google Scholar™ 
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