Translated Poisson approximation to equilibrium distributions of Markov population processes

dc.creatorSocoll, Sanda N.
dc.creatorBarbour, A. D.
dc.date2009-02-05
dc.date.accessioned2026-07-07T12:38:13Z
dc.date.available2026-07-07T12:38:13Z
dc.descriptionThe paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in Kolmogorov distance, is of the smallest order that is compatible with their having integer support. Here, an approximation in the much stronger total variation norm is established, without any loss in the asymptotic order of accuracy; the approximating distribution is a translated Poisson distribution having the same variance and (almost) the same mean. Our arguments are based on the Stein-Chen method and Dynkin's formula.
dc.description18 pages
dc.identifierhttps://arxiv.org/abs/0902.0884
dc.identifierhttp://arxiv.org/abs/0902.0884
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/218683
dc.subjectProbability
dc.subject60J75; 62E17
dc.titleTranslated Poisson approximation to equilibrium distributions of Markov population processes
dc.typetext

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