Results 141 to 150 of about 1,324,916 (195)

Poisson approximation to the binomial distribution: extensions to the convergence of positive operators

RACSAM, 2022
The idea behind Poisson approximation to the binomial distribution was used in de la Cal and Luquin (J Approx Theory 68(3):322–329, 1992) and subsequent papers in order to establish the convergence of suitable sequences of positive linear operators.
A. Acu   +3 more
semanticscholar   +1 more source

Poisson approximation for locally dependent CDO

Communications in Statistics - Theory and Methods, 2020
A collateralized debt obligation (CDO) is a type of structured asset-backed security. The assets are pooled together and divided into tranches to be sold to investors. Each tranche has a substantially different credit quality and risk level.
N. Yonghint, K. Neammanee, N. Chaidee
semanticscholar   +1 more source

Poisson Approximation

1992
Abstract The Poisson `law of small numbers' is a central principle in modern theories of reliability, insurance, and the statistics of extremes. It also has ramifications in apparently unrelated areas, such as the description of algebraic and combinatorial structures, and the distribution of prime numbers.
A D Barbour, Lars Holst, Svante Janson
openaire   +1 more source

Improving Poisson Approximations

Probability in the Engineering and Informational Sciences, 1994
LetX1,…,Xn, be indicator random variables, and setWe present a method for estimating the distribution ofWin settings whereWhas an approximately Poisson distribution. Our method is shown to yield estimates significantly better than straight Poisson estimates when applied to Bernoulli convolutions, urn models, the circularkofn:Fsystem, and a matching ...
Erol A. Peköz, Sheldon M. Ross
openaire   +1 more source

Refinement of Poisson Approximation

Theory of Probability & Its Applications, 1989
See the review in Zbl 0652.60029.
openaire   +2 more sources

Extending the Poisson approximation

Science, 1993
Science ; 262 ; 5132 ; 379-380 ...
openaire   +2 more sources

Finite dimensional lie‐poisson approximations to vlasov‐poisson equations

Communications on Pure and Applied Mathematics, 1994
AbstractMany of the basic equations of conservative continuum mechanics (Euler, Vlasov‐Poisson, Vlasov‐Maxwell, MHD, etc.) are Hamiltonian systems with respect to Lie‐Poisson brackets on dual spaces of infinite dimensional Lie algebras. The development of Lie‐Poisson integrators for finite dimensional Lie‐Poisson systems has shown that they are ...
Scovel, Clint, Weinstein, Alan
openaire   +2 more sources

Poisson process approximation

1992
Abstract Another reason for wishing to do so comes from the study of the extremes of a sequence of random variables. In this context, it is interesting to know not only when exceptional values occur but also how big they are, and the natural framework for the description of such phenomena is the marked point process of exceedances. It is
A D Barbour, Lars Holst, Svante Janson
openaire   +1 more source

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