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Stein's Method for Compound Geometric Approximation

Published online by Cambridge University Press:  14 July 2016

Fraser Daly*
Affiliation:
Universität Zürich
*
Postal address: Institut für Mathematik, Universität Zürich, Winterthurerstrasse 190, CH-8057 Zürich, Switzerland. Email address: [email protected]
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Abstract

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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.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 2010 

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