Local limit approximations for Markov population processes

dc.creatorSocoll, Sanda N.
dc.creatorBarbour, A. D.
dc.date2009-02-05
dc.date.accessioned2026-07-07T12:38:14Z
dc.date.available2026-07-07T12:38:14Z
dc.descriptionThe paper is concerned with the equilibrium distribution $Π_n$ 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 $Π_n$ 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.
dc.description19 pages
dc.identifierhttps://arxiv.org/abs/0902.0886
dc.identifierhttp://arxiv.org/abs/0902.0886
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/218684
dc.subjectProbability
dc.subject60J75, 62E17
dc.titleLocal limit approximations for Markov population processes
dc.typetext

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