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A novel type of approximants is introduced, being based on the ideas of self-similar approximation theory. The method is illustrated by the examples possessing the structure typical of many problems in applied mathematics. Good numerical…

Mathematical Physics · Physics 2017-02-03 S. Gluzman , V. I. Yukalov

Archetypal analysis is an unsupervised learning method for exploratory data analysis. One major challenge that limits the applicability of archetypal analysis in practice is the inherent computational complexity of the existing algorithms.…

Computation · Statistics 2022-05-13 Ruijian Han , Braxton Osting , Dong Wang , Yiming Xu

In this article, we obtain, for the total variance distance, the error bounds between Poisson and convolution of power series distributions via Stein's method. This provides a unified approach to many known discrete distributions. Several…

Probability · Mathematics 2020-06-26 A. N. Kumar , P. Vellaisamy , F. Viens

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…

Probability · Mathematics 2013-06-21 Louis H. Y. Chen , Xiao Fang , Qi-Man Shao

In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…

Probability · Mathematics 2018-08-13 Nguyen Tien Dung

The goal of this note is to show that continuous functions may be approximated using scattered translates of the Poisson kernel.

Functional Analysis · Mathematics 2025-09-15 Jeff Ledford

An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{S_n}$ be the distribution of a sum $S_n=\Sumn Y_i$ of…

Probability · Mathematics 2019-06-05 A. D. Barbour , Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

This exposition explains the basic ideas of Stein's method for Poisson random variable approximation and Poisson process approximation from the point of view of the immigration-death process and Palm theory. The latter approach also enables…

Probability · Mathematics 2007-05-23 Louis H. Y. Chen , Aihua Xia

A fundamental problem in numerical analysis and approximation theory is approximating smooth functions by polynomials. A much harder version under recent consideration is to enforce bounds constraints on the approximating polynomial. In…

Numerical Analysis · Mathematics 2021-12-28 Larry Allen , Robert C. Kirby

We investigate multiple Charlier polynomials and in particular we will use the (nearest neighbor) recurrence relation to find the asymptotic behavior of the ratio of two multiple Charlier polynomials. This result is then used to obtain the…

Classical Analysis and ODEs · Mathematics 2013-10-04 François Ndayiragije , Walter Van Assche

We prove weak convergence of triangular arrays to the compound Poisson limit using Tikhomirov's method. The result is applied to statistical estimation of the threshold parameter in autoregressive models.

Probability · Mathematics 2012-07-19 P. Chigansky , F. C. Klebaner

A common approach is present concerning the problem of Dirichlet, both for bounded 3D domains and their (unbounded) complements, regarding the fractional (3D) Poisson equation.

Mathematical Physics · Physics 2022-12-13 Toshko Boev , Georgi Georgiev

Point processes are an essential tool when we are interested in where in time or space events occur. The basic starting point for point processes is usually the Poisson process. Over the years, Stein's method has been developed with a great…

Probability · Mathematics 2015-11-11 H. L. Gan

We investigate approximation of a Bernoulli partial sum process to the accompanying Poisson process in the non-i.i.d. case. The rate of closeness is studied in terms of the minimal distance in probability.

Probability · Mathematics 2022-07-20 Pavel S. Ruzankin , Igor S. Borisov

We solve the Dirichlet problem in the unit disc and derive the Poisson formula using very elementary methods and explore consequent simplifications in other foundational areas of complex analysis.

Complex Variables · Mathematics 2022-01-13 Steven R. Bell , Luis Reyna de la Torre

In this paper we study probabilistic and neural network approximations for solutions to Poisson equation subject to Holder data in general bounded domains of $\mathbb{R}^d$. We aim at two fundamental goals. The first, and the most…

Probability · Mathematics 2024-08-13 Lucian Beznea , Iulian Cimpean , Oana Lupascu-Stamate , Ionel Popescu , Arghir Zarnescu

The set of common numerical and analytical problems is introduced in the form of the generalized multidimensional discrete Poisson equation. It is shown that its solutions with square-summable discrete derivatives are unique up to a…

Mathematical Physics · Physics 2011-09-27 Roman Werpachowski

Finding suitable points for multivariate polynomial interpolation and approximation is a challenging task. Yet, despite this challenge, there has been tremendous research dedicated to this singular cause. In this paper, we begin by…

Numerical Analysis · Mathematics 2018-05-21 Pranay Seshadri , Gianluca Iaccarino , Tiziano Ghisu

We use the Stein-Chen method to prove new explicit inequalities for the total variation, Wasserstein and local distances between the distribution of a random diagonal sum of a Bernoulli matrix and a Poisson distribution. Approximation…

Probability · Mathematics 2024-09-04 Bero Roos

Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…

Statistics Theory · Mathematics 2010-11-29 V. Čekanavičius , P. Vellaisamy