Description
Speaker: Professor Vydas Cekanavicius
Vilnius University
Lithuania
Title: Infinitely Divisible Approximations for Sums of Markov-Dependent RVs.
Abstract:
We demonstrate that for discrete Markov dependent rvs, the normal approximation can be effectively replaced by compound Poisson approximation..In case of three
state Markov chain, the effect of symmetry will be estimated.