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Two limit theorems for Markov binomial distribution

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Abstract

For a Markov binomial distribution, we prove partial cases of the uniform Kolmogorov and Simons–Johnsontheorems. We show that, in total variation, the accuracy of approximation by the class of all infinitely divisible distributions is of the order O(n 2/3). We also prove the convergence to a compound Poisson distribution with exponential weights.

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Correspondence to Jūratė Šliogere.

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Šliogere, J., Čekanavičius, V. Two limit theorems for Markov binomial distribution. Lith Math J 55, 451–463 (2015). https://doi.org/10.1007/s10986-015-9291-y

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  • DOI: https://doi.org/10.1007/s10986-015-9291-y

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