April 26, 2024Open Access

Skellam compound Poisson approximation to the sums of symmetric Markov dependent random variables

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Abstract

The sum of symmetric Markov dependent three-point random variables is approximated by the difference of two independent Poisson random variables (Skellam random variable). The accuracy is estimated in local, total variation and Wasserstein metrics. Properties of convolutions of measures is used for the proof.

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Čekanavičius et al. (Fri,) studied this question.

synapsesocial.com/papers/68e6d7e9b6db643587654b4d https://doi.org/https://doi.org/10.48550/arxiv.2404.17389

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