Results 31 to 40 of about 30,813 (269)
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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Compound Poisson Approximation and Testing for Gene Clusters with Multigene Families [PDF]
, 2011 International audienceWe present in this article a compound Poisson approximation for computing probabilities involved in significance tests for conserved genomic regions between different species.
Chabrol, Olivier +3 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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Compound Poisson approximation in reliability theory
IEEE Transactions on Reliability, 1995 The use of the compound Poisson local formulation of Stein's method to obtain reliability bounds is discussed. In the context of the consecutive-k-out-of-n model, the approximations obtained are comparable with the best known for the system, which rely heavily on its special structure.
Barbour, A D +2 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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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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Solving the Stein Equation in compound poisson approximation [PDF]
Advances in Applied Probability, 1998 The accuracy of compound Poisson approximation can be estimated using Stein's method in terms of quantities similar to those which must be calculated for Poisson approximation. However, the solutions of the relevant Stein equation may, in general, grow exponentially fast with the mean number of ‘clumps’, leading to many applications in which the bounds
Barbour, A D, Utev, S
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