Results 241 to 250 of about 30,725 (253)

Compound Poisson Approximation of the Number of Exceedances in Gaussian Sequences

Extremes, 1999
For a finite stationary sequence of Gaussian random variables \(y_1,y_2,\dots,y_n\) with \(\rho_k=Ey_1y_{k+1}\), \(k=2,\dots,n-1\), define \(W\) as the number of variables exceeding some given level \(a\). When some \(\rho_k\) are positive and large, the author proposes to use the compound Poisson distribution which provides better rate of convergence ...
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Some results on Poisson and compound Poisson approximation

Advances in Applied Probability, 1992
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Compound Poisson Approximation for Nonnegative Random Variables Via Stein's Method

Annals of Probability, 1992
A D Barbour, Louis H Y Chen
exaly  

Compound Poisson Approximation

2011
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Compound Poisson Approximation

V. Čekanavičius, S. Y. Novak
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Compound Poisson approximation with association or negative association via Stein's method

Electronic Communications in Probability, 2013
Fraser Daly
exaly  

Applications of Compound Poisson Approximation

2000
A Barbour, O Chryssaphinou, E Vaggelatou
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Approximation of Symmetric Three-State Markov Chain by Compound Poisson Law

Lithuanian Mathematical Journal, 2016
V Cekanavicius
exaly  

On compound Poisson approximation for sums of random variables

Statistics and Probability Letters, 1999
P Vellaisamy
exaly  

Compound Poisson Approximation for Markov Chains using Stein’s Method

Annals of Probability, 1999
exaly