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2011 Exponential Approximation for the Nearly Critical Galton-Watson Process and Occupation Times of Markov Chains
Erol Peköz, Adrian Röllin
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Electron. J. Probab. 16: 1381-1393 (2011). DOI: 10.1214/EJP.v16-914

Abstract

In this article we provide new applications for exponential approximation using the framework of Peköz and Röllin (2011), which is based on Stein's method. We give error bounds for the nearly critical Galton-Watson process conditioned on non-extinction, and for the occupation times of Markov chains; for the latter, in particular, we give a new exponential approximation rate for the number of revisits to the origin for general two dimensional random walk, also known as the Erdös-Taylor theorem.

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Erol Peköz. Adrian Röllin. "Exponential Approximation for the Nearly Critical Galton-Watson Process and Occupation Times of Markov Chains." Electron. J. Probab. 16 1381 - 1393, 2011. https://doi.org/10.1214/EJP.v16-914

Information

Accepted: 10 August 2011; Published: 2011
First available in Project Euclid: 1 June 2016

zbMATH: 1245.60083
MathSciNet: MR2827464
Digital Object Identifier: 10.1214/EJP.v16-914

Subjects:
Primary: 60F05
Secondary: 60J10, 60J80

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Vol.16 • 2011
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