English
Related papers

Related papers: A Compound Poisson Convergence Theorem for Sums of…

200 papers

Sums of of 1-dependent integer-valued random variables are approximated by compound Poisson, negative binomial and Binomial distributions and signed compound Poisson measures. Estimates are obtained for total variation and local metrics.…

Statistics Theory · Mathematics 2015-11-05 V. Čekanavičius , P. Vellaisamy

The ratio $P(S_n=x)/P(Z_n=x)$ is investigated for three cases: (a) when $S_n$ is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and $Z_n$ is Poisson rv; (b) when $S_n$ is a…

Statistics Theory · Mathematics 2019-01-14 Vydas Čekanavičius , Palaniappan Vellaisamy

Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random variables. Estimates for Wasserstein metric also follow…

Probability · Mathematics 2014-08-19 P. Vellaisamy , V. Cekanavicius

The classical Poisson theorem says that if $\xi_1,\xi_2,...$ are i.i.d. 0--1 Bernoulli random variables taking on 1 with probability $p_n\equiv \la/n$ then the sum $S_n=\sum_{i=1}^n\xi_i$ is asymptotically in $n$ Poisson distributed with…

Probability · Mathematics 2011-10-11 Yuri Kifer

Let $X_1,\ldots,X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density $f$. Under some conditions on $f$, we obtain a Poisson limit theorem, as $n \to \infty$, for the number of large probability…

Probability · Mathematics 2021-05-04 Nicolas Chenavier , Norbert Henze , Moritz Otto

This paper deals with Poisson approximation to weighted sums of locally dependent random variables using Stein's method. The derived result represents a significant improvement of existing results. To illustrate the effectiveness of our…

Probability · Mathematics 2023-12-08 Pratima Eknath Kadu

Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…

Probability · Mathematics 2018-12-18 Italo Simonelli , Lucia D. Simonelli

Given a periodic point $\omega$ in a $\psi$-mixing shift with countable alphabet, the sequence $\{S_{n}\}$ of random variables counting the number of multiple returns to shrinking cylindrical neighborhoods of $\omega$ is considered.…

Probability · Mathematics 2017-03-31 Ariel Rapaport

Given disjoint subsets $T_1,\ldots,T_m$ of "not too large" primes up to $x$, we establish that for a random integer $n$ drawn from $[1,x]$, the $m$-dimensional vector enumerating the number of prime factors of $n$ from $T_1,\ldots,T_m$…

Number Theory · Mathematics 2022-07-05 Kevin Ford

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

The distribution of the sum of 1-dependent lattice vectors with supports on coordinate axes is approximated by a multivariate compound Poisson distribution and by signed compound Poisson measure. The local and $\ell_\alpha$-norms are used…

Probability · Mathematics 2020-09-11 V. Čekanavičius , P. Vellaisamy

We prove a density version of the Carlson--Simpson Theorem. Specifically we show the following. For every integer $k\geq 2$ and every set $A$ of words over $k$ satisfying \[\limsup_{n\to\infty} \frac{|A\cap [k]^n|}{k^n}>0\] there exist a…

Combinatorics · Mathematics 2015-09-22 Pandelis Dodos , Vassilis Kanellopoulos , Konstantinos Tyros

Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

Statistics Theory · Mathematics 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the…

Statistics Theory · Mathematics 2020-07-24 Lutz Duembgen , Jon A. Wellner

Distribution of the sum of independent identically distributed symmetric lattice vectors is approximated by the accompanying compound Poisson law and the second-order Hipp-type signed compound Poisson measure. Bergstr\"om -type asymptotic…

Probability · Mathematics 2026-05-22 Vydas Čekanavičius , Simona Jokubauskienė

We present sufficient conditions for sums of dependent point processes to converge in distribution to a Poisson process. This extends the classical result of Grigelionis [Theory Probab. Appl. 8 (1963) 172--182] for sums of uniformly null…

Probability · Mathematics 2007-05-23 Matthew O. Jones , Richard F. Serfozo

It is well known that a binomial $(n,p)$ can be approximated by a Poisson distribution with parameter $np$. The typical approach in undergraduate probability texts is to show a convergence result for the distribution of the binomial as $n$…

Probability · Mathematics 2026-05-05 Rinaldo B. Schinazi

The statistics of the sum of random weights where the number of weights is Poisson distributed has important applications in nuclear physics, particle physics and astrophysics. Events are frequently weighted according to their acceptance or…

Data Analysis, Statistics and Probability · Physics 2015-06-17 G. Bohm , G. Zech

In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of $n$ independent random variables under moment conditions. We use Stein's method to derive the approximation results in total variation…

Probability · Mathematics 2020-07-07 Pratima Eknath Kadu

Let $Y=X_1+\cdots+X_N$ be a sum of a random number of exchangeable random variables, where the random variable $N$ is independent of the $X_j$, and the $X_j$ are from the generalized multinomial model introduced by Tallis (1962). This…

Probability · Mathematics 2024-11-08 Fraser Daly
‹ Prev 1 2 3 10 Next ›