Normal approximations for discrete-time occupancy processes
Liam Hodgkinson,
Ross McVinish and
Philip K. Pollett
Stochastic Processes and their Applications, 2020, vol. 130, issue 10, 6414-6444
Abstract:
We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks literature, including stochastic patch occupancy models in ecology, network models in epidemiology, and a variety of dynamic random graph models. Bounds on the rate of convergence for a central limit theorem are obtained using Stein’s method and moment inequalities on the deviation from an analogous deterministic model. As a consequence, our work also implies a uniform law of large numbers for a subclass of these processes.
Keywords: Central limit theorem; Network models; Quantitative law of large numbers; Spreading processes; Stein’s method; Stochastic patch occupancy models (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S030441492030288X
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:130:y:2020:i:10:p:6414-6444
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
DOI: 10.1016/j.spa.2020.05.016
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().