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Stein's Method for Compound Geometric Approximation
Published online by Cambridge University Press: 14 July 2016
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.
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- Research Article
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- Copyright © Applied Probability Trust 2010
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