Results 1 to 10 of about 1,324,916 (195)

On Poisson Approximation

open access: yesJournal of Theoretical Probability
AbstractThe problem of evaluating the accuracy of Poisson approximation to the distribution of a sum of independent integer-valued random variables has attracted a lot of attention in the past six decades. Among authors who contributed to the topic are Prokhorov, Kolmogorov, LeCam, Shorgin, Barbour, Hall, Deheuvels, Pfeifer, Roos, and many others. From
S. Novak
semanticscholar   +5 more sources

On approximation of functions from the class $L^{\psi}_{\beta, 1}$ by the Abel-Poisson integrals in the integral metric

open access: yesKarpatsʹkì Matematičnì Publìkacìï, 2022
In the paper, we investigate an asymptotic behavior of the sharp upper bounds in the integral metric of deviations of the Abel-Poisson integrals from functions from the class $L^{\psi}_{\beta, 1}$.
T.V. Zhyhallo, Yu.I. Kharkevych
doaj   +2 more sources

Poisson Approximation [PDF]

open access: yesProbability Surveys, 2005
We overview results on the topic of Poisson approximation that are missed in existing surveys. The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well.
S.Y.Novak
openaire   +2 more sources

Compound Poisson Approximation via Information Functionals [PDF]

open access: yesElectronic Journal of Probability, 2010
An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{S_n}$ be the distribution of a sum $S_n=\Sumn Y_i$ of independent integer-valued random variables $Y_i$.
Barbour, AD   +3 more
openaire   +6 more sources

Asymptotics of approximation of functions by conjugate Poisson integrals

open access: yesKarpatsʹkì Matematičnì Publìkacìï, 2020
Among the actual problems of the theory of approximation of functions one should highlight a wide range of extremal problems, in particular, studying the approximation of functional classes by various linear methods of summation of the Fourier series. In
I.V. Kal'chuk   +2 more
doaj   +2 more sources

Poisson Approximation for Dependent Trials

open access: yesThe Annals of Probability, 1975
Let $X_1, \cdots, X_n$ be an arbitrary sequence of dependent Bernoulli random variables with $P(X_i = 1) = 1 - P(X_i = 0) = p_i.$ This paper establishes a general method of obtaining and bounding the error in approximating the distribution of $\sum^n_{i=1} X_i$ by the Poisson distribution.
Louis H. Y. Chen
openaire   +4 more sources

Disagreement coupling of Gibbs processes with an application to Poisson approximation [PDF]

open access: yesThe Annals of Applied Probability, 2021
We discuss a thinning and an embedding procedure to construct finite Gibbs processes with a given Papangelou intensity. Extending the approach in Hofer-Temmel (2019) and Hofer-Temmel and Houdebert (2019) we will use this to couple two finite Gibbs ...
G. Last, M. Otto
semanticscholar   +1 more source

Improvements of Poisson approximation for n-dimensional unit cube random graph [PDF]

open access: yesSongklanakarin Journal of Science and Technology (SJST), 2021
This paper uses the Stein-Chen method to obtain uniform and non-uniform bounds in the Poisson approximation for the n-dimensional unit cube random graph. These bounds are re-established under the restriction of Poisson mean λ = 1.
Kanint Teerapabolarn
doaj   +1 more source

Poisson Approximation to the Convolution of Power Series Distributions [PDF]

open access: yesProbability and Mathematical Statistics, 2020
In this article, we obtain, for the total variance distance, the error bounds between Poisson and convolution of power series distributions via Stein's method. This provides a unified approach to many known discrete distributions.
Amit Kumar, P. Vellaisamy, F. Viens
semanticscholar   +1 more source

Monotonicity properties of the Poisson approximation to the binomial distribution [PDF]

open access: yesStatistics and Probability Letters, 2020
Certain monotonicity properties of the Poisson approximation to the binomial distribution are established. As a natural application of these results, exact (rather than approximate) tests of hypotheses on an unknown value of the parameter p of the ...
I. Pinelis
semanticscholar   +1 more source

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