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 contribution | Stein's method for compound geometric approximation |
|---|---|
| Original language | English |
| Pages (from-to) | 146 - 156 |
| Number of pages | 11 |
| Journal | Journal of Applied Probability |
| Volume | 47, issue 1 |
| DOIs | |
| Publication status | Published - Mar 2010 |