Results 21 to 30 of about 30,416 (124)
A Berry-Esseen theorem for Pitman's $\alpha$-diversity
, 2020 This paper is concerned with the study of the random variable $K_n$ denoting the number of distinct elements in a random sample $(X_1, \dots, X_n)$ of exchangeable random variables driven by the two parameter Poisson-Dirichlet distribution, $PD(\alpha ...
Dolera, Emanuele, Favaro, Stefano
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On the accuracy of multivariate compound Poisson approximation [PDF]
, 2003 We present multivariate generalizations of some classical results on the accuracy of Poisson approximation for the distribution of a sum of 0–1 random variables. A multivariate generalization of Bradley's theorem (Michigan Math. J.
Barbour +14 more
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Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing
Risks, 2017 We consider the subject of approximating tail probabilities in the general compound renewal process framework, where severity data are assumed to follow a heavy-tailed law (in that only the first moment is assumed to exist). By using the weak convergence
Krzysztof Burnecki +1 more
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Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to U-statistics and stochastic geometry [PDF]
, 2016 A Poisson or a binomial process on an abstract state space and a symmetric function $f$ acting on $k$-tuples of its points are considered. They induce a point process on the target space of $f$.
Decreusefond, Laurent +2 more
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Archives of Metallurgy and Materials, 2017 First-principles density functional theory calculations have been performed to investigate the structural, elastic and thermodynamic properties of rubidium telluride in cubic anti-fluorite (anti-CaF2-type) structure.
Bidai K. +6 more
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Stochastic Combinatorial Optimization via Poisson Approximation [PDF]
, 2013 We study several stochastic combinatorial problems, including the expected utility maximization problem, the stochastic knapsack problem and the stochastic bin packing problem.
Li, Jian, Yuan, Wen
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Compound Poisson and signed compound Poisson approximations to the Markov binomial law
, 2010 Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms.
Vellaisamy, P., Čekanavičius, V.
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Asymptotics for the sum of three state Markov dependent random variables
Modern Stochastics: Theory and Applications, 2018 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.
Gabija Liaudanskaitė +1 more
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, 2011 Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.
Adelson +57 more
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Discrete Dynamics in Nature and Society, 2012 We consider the dynamic proportional reinsurance in a two-dimensional compound Poisson risk model. The optimization in the sense of minimizing the ruin probability which is defined by the sum of subportfolio is being ruined.
Yan Li, Guoxin Liu
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