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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
2 articles.
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1. On perturbations of Stein operator;Communications in Statistics - Theory and Methods;2017-06-02
2. Compound geometric approximation under a failure rate constraint;Journal of Applied Probability;2016-09