New Challenges for Classical and Quantum Probability
Entropy, 2022 The discovery that any classical random variable with all moments gives rise to a full quantum theory (that in the Gaussian and Poisson cases coincides with the usual one) implies that a quantum–type formalism will enter into practically all applications
Luigi Accardi
doaj +1 more source
Convergence of products of independent random variables to the log-Poisson law
Lietuvos Matematikos Rinkinys, 2002 There is not abstract.
Reda Lileikytė, Jonas Šiaulys
doaj +3 more sources
Rare-event analysis of mixed Poisson random variables, and applications in staffing [PDF]
, 2017 A common assumption when modeling queuing systems is that arrivals behave like a Poisson process with constant parameter. In practice, however, call arrivals are often observed to be significantly overdispersed.
Heemskerk, Mariska +2 more
core +15 more sources
Comparing Compound Poisson Distributions by Deficiency: Continuous-Time Case
Mathematics, 2022 In the paper, we apply a new approach to the comparison of the distributions of sums of random variables to the case of Poisson random sums. This approach was proposed in our previous work (Bening, Korolev, 2022) and is based on the concept of ...
Vladimir Bening, Victor Korolev
doaj +1 more source
Relaxation of monotone coupling conditions: Poisson approximation and beyond [PDF]
, 2017 It is well-known that assumptions of monotonicity in size-bias couplings may be used to prove simple, yet powerful, Poisson approximation results. Here we show how these assumptions may be relaxed, establishing explicit Poisson approximation bounds ...
Daly, Fraser, Johnson, Oliver
core +4 more sources
A non-uniform bound on Poisson approximation for a sum of negative binomial random variables [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2017 This paper uses the Stein–Chen method to determine a non-uniform bound on the point metric between the distribution of a sum of independent negative binomial random variables and a Poisson distribution with mean 1 n i i i r q , where r i
Kanint Teerapabolarn
doaj +1 more source
Poisson Twister Generator by Cumulative Frequency Technology
Algorithms, 2019 The widely known generators of Poisson random variables are associated with different modifications of the algorithm based on the convergence in probability of a sequence of uniform random variables to the created stochastic number.
Aleksei F. Deon, Yulian A. Menyaev
doaj +1 more source
POISSON APPROXIMATION FOR RANDOM SUMS OF POISSON RANDOM VARIABLES [PDF]
International Journal of Pure and Apllied Mathematics, 2014 In this paper, we use the Stein-Chen method to determine a bound for the total variation distance between the distribution of random sums of independent Poisson random variables and an appropriate Poisson distribution. Two examples have been given to illustrate the result obtained.
openaire +1 more source
Some characterizations and properties of COM-Poisson random variables [PDF]
Communications in Statistics - Theory and Methods, 2019 15 ...
Li, Bo, Zhang, Huiming, He, Jiao
openaire +2 more sources
Poisson convergence in the restricted $k$-partioning problem [PDF]
, 2004 The randomized $k$-number partitioning problem is the task to distribute $N$ i.i.d. random variables into $k$ groups in such a way that the sums of the variables in each group are as similar as possible.
Bovier, Anton, Kurkova, Irina
core +4 more sources