Non-uniform Bounds in the Poisson Approximation with Applications to Informational Distances. I
Probability
2019-08-13 v3
Abstract
We explore asymptotically optimal bounds for deviations of Bernoulli convolutions from the Poisson limit in terms of the Shannon relative entropy and the Pearson -distance. The results are based on proper non-uniform estimates for densities. They deal with models of non-homogeneous, non-degenerate Bernoulli distributions.
Keywords
Cite
@article{arxiv.1906.09152,
title = {Non-uniform Bounds in the Poisson Approximation with Applications to Informational Distances. I},
author = {S. G. Bobkov and G. P. Chistyakov and F. Götze},
journal= {arXiv preprint arXiv:1906.09152},
year = {2019}
}
Comments
We correctly stated a moment formula and replaced it by an inequality which suffices for our arguments