English

A large sample property in approximating the superposition of i.i.d. point processes

Probability 2019-06-25 v1

Abstract

One of the main differences between the central limit theorem and the Poisson law of small numbers is that the former possesses the large sample property (LSP), i.e., the error of normal approximation to the sum of nn independent identically distributed (i.i.d.) random variables is a decreasing function of nn. Since 1980's, considerable effort has been devoted to recovering the LSP for the law of small numbers in discrete random variable approximation. In this paper, we aim to establish the LSP for the superposition of i.i.d. point processes.

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Cite

@article{arxiv.1906.10008,
  title  = {A large sample property in approximating the superposition of i.i.d. point processes},
  author = {Tianshu Cong and Aihua Xia and Fuxi Zhang},
  journal= {arXiv preprint arXiv:1906.10008},
  year   = {2019}
}

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21 pages