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Compound Poisson limit theorems for Markov chains
Published online by Cambridge University Press: 14 July 2016
Abstract
This paper establishes a compound Poisson limit theorem for the sum of a sequence of multi-state Markov chains. Our theorem generalizes an earlier one by Koopman for the two-state Markov chain. Moreover, a similar approach is used to derive a limit theorem for the sum of the k th-order two-state Markov chain.
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- Copyright © Applied Probability Trust 1997
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This research is supported by National Science Council of Republic of China.
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