Moderate deviations in Poisson approximation: a first attempt
Probability
2013-06-21 v3
Abstract
Poisson approximation using Stein's method has been extensively studied in the literature. The main focus has been on bounding the total variation distance. This paper is a first attempt on moderate deviations in Poisson approximation for right-tail probabilities of sums of dependent indicators. We obtain results under certain general conditions for local dependence as well as for size-bias coupling. These results are then applied to independent indicators, 2-runs, and the matching problem.
Cite
@article{arxiv.1207.1605,
title = {Moderate deviations in Poisson approximation: a first attempt},
author = {Louis H. Y. Chen and Xiao Fang and Qi-Man Shao},
journal= {arXiv preprint arXiv:1207.1605},
year = {2013}
}
Comments
21 pages