Stein's method for compound geometric approximation

FA Daly

Research output: Contribution to journalArticle (Academic Journal)peer-review

6 Citations (Scopus)

Abstract

We apply Stein's method for probabilistic approximation by a compound geometric distribution, with applications to Markov chain hitting times and sequence patterns. Bounds on our Stein operator are found using a complex analytical approach based on generating functions and Cauchy's formula.
Translated title of the contributionStein's method for compound geometric approximation
Original languageEnglish
Pages (from-to)146 - 156
Number of pages11
JournalJournal of Applied Probability
Volume47, issue 1
DOIs
Publication statusPublished - Mar 2010

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