Local limit approximations for Markov population processes

Details Local limit approximations for Markov population processes Local limit approximations for Markov population processes

2009-02-05

arxiv.org/abs/0902.0886v1

Mathematics

Probability

19 pages

Scientific paper

The paper is concerned with the equilibrium distribution $\Pi_n$ of the $n$-th element in a sequence of continuous-time density dependent Markov processes on the integers. Under a $(2+\a)$-th moment condition on the jump distributions, we establish a bound of order $O(n^{-(\a+1)/2}\sqrt{\log n})$ on the difference between the point probabilities of $\Pi_n$ and those of a translated Poisson distribution with the same variance. Except for the factor $\sqrt{\log n}$, the result is as good as could be obtained in the simpler setting of sums of independent integer-valued random variables. Our arguments are based on the Stein-Chen method and coupling.

Affiliated with

Also associated with

No associations

Rating

Local limit approximations for Markov population processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Local limit approximations for Markov population processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Local limit approximations for Markov population processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-25865