Results 71 to 80 of about 1,324,916 (195)

Bounds in poisson approximation for random sums of Bernoulli random variables

, 2012
Let X[subscript n] be a sequence of Bernoulli random variables and a positive integer-valued random variable. Define S[subscript N] = X₁ +X₂ +… X [subscript n]) be random sums. Assume N, X₁, X₂, … are independent. In this thesis, we establish uniform and
Sasithorn Kongudomthrap, N. Chaidee
semanticscholar   +1 more source

A General Poisson Approximation Theorem

The Annals of Probability, 1975
A sum of nonnegative integer-valued random variables may be treated as a Poisson variable if the summands have sufficiently high probabilities of taking 0 value and sufficiently weak mutual dependence. This paper presents simple exact upper bounds for the error of such an approximation.
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Poisson-Delaunay approximation

For a Borel set $A$ and a stationary Poisson point process $η_t$ in $\mathbb R^d$ of intensity $t>0$, the Poisson-Delaunay approximation $ A_{η_t}$ of $A$ is the union of all Delaunay cells generated by $η_t$ with center in $A$. It is shown that $λ_d(A_{η_t})$ is an unbiased estimator for $λ_d(A)$, variance bounds and a quantitative central limit ...
Reitzner, Matthias, Strotmann, Anna
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Some Poisson Approximations Using Compensators

The Annals of Probability, 1983
The distance between a Poisson and another point process may appropriately be measured by certain norms on the difference between the compensators of the two processes. Bounds on the distance between the random processes are derived here in terms of such norms involving the respective compensators; these extend earlier discrete-time results of \textit ...
openaire   +2 more sources

Conditional value-at-risk bounds for compound Poisson risks and a normal approximation

Journal of Applied Mathematics, 2003
A considerable number of equivalent formulas defining conditional value-at-risk and expected shortfall are gathered together. Then we present a simple method to bound the conditional value-at-risk of compound Poisson loss distributions under incomplete ...
Werner Hürlimann
doaj   +1 more source

On large deviations for compound mixed Poisson process

Lietuvos Matematikos Rinkinys, 2013
This paper is designated for normal approximation to the distribution function of the compound mixed Poisson process taking into consideration large deviations both in the Cramér and power Linnik zones.
Aurelija Kasparavičiūtė, Dovilė Deltuvienė   +1 more
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Sequence Comparison Significance and Poisson Approximation

Statistical Science, 1994
The Chen-Stein method of Poisson approximation has been used to establish theorems about comparison of two DNA or protein sequences. The most useful result for sequence alignment applies to alignment scoring with no gaps. However, there has not been a valid method to assign statistical significance to alignment scores with gaps. In this paper we extend
Waterman, Michael S., Vingron, Martin
openaire   +3 more sources

Poisson Shot Noise Traffic Model and Approximation of Significant Functionals

Abstract and Applied Analysis, 2014
In Internet traffic modeling, many authors presented models based on particular fractal shot noise representations. The inconvenience of these approaches is the multitude of assumptions and the lack of tools to check them.
Wissem Jedidi
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Approximation of 2π-periodic functions by Taylor—Abel—Poisson operators in the integral metric

Доповiдi Нацiональної академiї наук України
We obtain direct and inverse approximation theorems of 2π-periodic functions by Taylor — Abel — Poisson operators in the integral metric.
J. Prestin, V.V. Savchuk, A.L. Shidlich
doaj   +1 more source

Approximation of classes of Poisson integrals by rectangular Fejér means

Frontiers in Applied Mathematics and Statistics
The article is devoted to the problem of approximation of classes of periodic functions by rectangular linear means of Fourier series. Asymptotic equalities are found for upper bounds of deviations in the uniform metric of rectangular Fejér means on ...
Olga Rovenska
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