Results 11 to 20 of about 249,434 (217)

The Stein-Chen Method, Point Processes and Compensators

open access: yesThe Annals of Probability, 1992
There are two methods used for obtaining bounds on the total variation accuracy of approximation of the distribution of a sum \(N_ n\) of dependent indicators \(I_ 1,\dots,I_ n\) by a Poisson distribution. The first one [see \textit{D. Freedman}, Ann. Probab.
Barbour, A. D., Brown, Timothy C.
openaire   +3 more sources

Poisson Approximation for Call Function via Stein–Chen Method

open access: yesBulletin of the Malaysian Mathematical Sciences Society, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kritsana Neammanee, Nat Yonghint
openaire   +3 more sources

Extremes of some Gaussian random interfaces [PDF]

open access: yes, 2015
In this article we give a general criterion for some dependent Gaussian models to belong to maximal domain of attraction of Gumbel, following an application of the Stein-Chen method studied in Arratia et al(1989).
Chiarini, Alberto   +2 more
core   +3 more sources

On the constant in the nonuniform version of the Berry-Esseen theorem

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 2005
In 2001, Chen and Shao gave the nonuniform estimation of the rate of convergence in Berry-Esseen theorem for independent random variables via Stein-Chen-Shao method.
K. Neammanee
doaj   +1 more source

An Alternative Proof for the Expected Number of Distinct Consecutive Patterns in a Random Permutation [PDF]

open access: yesDiscrete Mathematics & Theoretical Computer Science
Let $\pi_n$ be a uniformly chosen random permutation on $[n]$. Using an analysis of the probability that two overlapping consecutive $k$-permutations are order isomorphic, the authors of a recent paper showed that the expected number of distinct ...
Anant Godbole, Hannah Swickheimer
doaj   +1 more source

On using the first difference in the Stein-Chen method [PDF]

open access: yesThe Annals of Applied Probability, 1997
If \(X\) and \(Y\) are random variables and \(g\) a bounded Lipschitz function, then there are two natural bounds for \({\mathbf E}| g(X)- g(Y)|\), given by \(K(g)d_{\text{W}}(X,Y)\) and \(\| g\| d_{\text{TV ...
openaire   +2 more sources

Extremes of the supercritical Gaussian Free Field [PDF]

open access: yes, 2015
We show that the rescaled maximum of the discrete Gaussian Free Field (DGFF) in dimension larger or equal to 3 is in the maximal domain of attraction of the Gumbel distribution.
Chiarini, Alberto   +2 more
core   +4 more sources

Symmetric motifs in random geometric graphs [PDF]

open access: yes, 2017
We study symmetric motifs in random geometric graphs. Symmetric motifs are subsets of nodes which have the same adjacencies. These subgraphs are particularly prevalent in random geometric graphs and appear in the Laplacian and adjacency spectrum as sharp,
Dettmann, Carl P., Knight, Georgie
core   +3 more sources

Poisson approximation of Rademacher functionals by the Chen-Stein method and Malliavin calculus [PDF]

open access: yes, 2017
New bounds on the total variation distance between the law of integer valued functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences and the Poisson distribution are established. They are based on a combination of the Chen-
Krokowski, Kai
core   +3 more sources

A Note on the Distribution of the Extreme Degrees of a Random Graph Via the Stein-Chen Method

open access: yesMethodology and Computing in Applied Probability, 2023
AbstractWe offer an alternative proof, using the Stein-Chen method, of Bollobás’ theorem concerning the distribution of the extreme degrees of a random graph. Our proof also provides a rate of convergence of the extreme degree to its asymptotic distribution.
openaire   +2 more sources

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