9 citations · 12 across the 5 of their papers we have counts for
4 papers · 1 filter
Skellam compound Poisson approximation to the sums of symmetric Markov dependent random variables
Vydas Čekanavičius, Gabija Liaudanskaite
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 accu…
Asymptotics for the sum of three state Markov dependent random variables
Gabija Liaudanskaitė, Vydas Čekanavičius
The insurance model when the amount of claims depends on the state of the insured person (healthy, ill, or dead) and claims are connected in a Markov chain is investigated. The sig…
On closeness of two discrete weighted sums
Vydas Čekanavičius, Palaniappan Vellaisamy
The effect that weighted summands have on each other in approximations of is investigated. Here, 's are sums of integer-valued random variables…
A Three-Parameter Binomial Approximation
Vydas Čekanavičius, Erol A. Peköz, Adrian Röllin +1
We approximate the distribution of the sum of independent but not necessarily identically distributed Bernoulli random variables using a shifted binomial distribution where the thr…