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A $d$-dimensional Ising model on a lattice torus is considered. As the size $n$ of the lattice tends to infinity, a Poisson approximation is given for the distribution of the number of copies in the lattice of any given local configuration,…

Probability · Mathematics 2009-11-11 David Coupier

We present a probabilistic approach for the study of systems with exclusions, in the regime traditionally studied via cluster-expansion methods. In this paper we focus on its application for the gases of Peierls contours found in the study…

Probability · Mathematics 2011-11-10 Roberto Fernández , Pablo A. Ferrari , Nancy L. Garcia

Multivariate Poisson approximation of the length spectrum of random surfaces is studied by means of the Chen-Stein method. This approach delivers simple and explicit error bounds in Poisson limit theorems. They are used to prove that…

Probability · Mathematics 2017-11-28 Bram Petri , Christoph Thaele

We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…

Probability · Mathematics 2019-05-28 Jens Grygierek

We apply the Stein-Chen method to problems from extreme value theory. On the one hand, the Stein-Chen method for Poisson approximation allows us to obtain bounds on the Kolmogorov distance between the law of the maximum of i.i.d. random…

Probability · Mathematics 2013-10-10 Anne Feidt

We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…

Probability · Mathematics 2012-04-18 Giovanni Peccati

Using Malliavin operators together with an interpolation technique inspired by Arratia, Goldstein and Gordon (1989), we prove a new inequality on the Poisson space, allowing one to measure the distance between the laws of a general random…

Probability · Mathematics 2014-09-05 Solesne Bourguin , Giovanni Peccati

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

We present a finite volume scheme for modeling the diffusion of charged particles, specifically ions, in constrained geometries using a degenerate Poisson-Nernst-Planck system with size exclusion yielding cross-diffusion. Our method…

Numerical Analysis · Mathematics 2026-03-04 Clément Cancès , Maxime Herda , Annamaria Massimini

This article derives quantitative limit theorems for multivariate Poisson and Poisson process approximations. Employing the solution of Stein's equation for Poisson random variables, we obtain an explicit bound for the multivariate Poisson…

Probability · Mathematics 2021-06-01 Federico Pianoforte , Riccardo Turin

The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…

Information Theory · Computer Science 2013-04-30 Igal Sason

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

We study multi-dimensional normal approximations on the Poisson space by means of Malliavin calculus, Stein's method and probabilistic interpolations. Our results yield new multi-dimensional central limit theorems for multiple integrals…

Probability · Mathematics 2010-04-14 Giovanni Peccati , Cengbo Zheng

Fix a subset $S \subset \mathbb{R}^n$ of volume at most $c n$ that satisfies $S \cap (-S) = \emptyset$. We consider two point processes in $S$: the first is the Poisson point process of intensity one, and the second is the restriction of a…

Probability · Mathematics 2026-05-12 Boaz Klartag

We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…

Probability · Mathematics 2022-12-26 Moritz Otto

A $d$-dimensional ferromagnetic Ising model on a lattice torus is considered. As the size of the lattice tends to infinity, two conditions ensuring a Poisson approximation for the distribution of the number of occurrences in the lattice of…

Probability · Mathematics 2008-08-28 David Coupier

This paper establishes expectation and variance asymptotics for statistics of the Poisson--Voronoi approximation of general sets, as the underlying intensity of the Poisson point process tends to infinity. Statistics of interest include…

Probability · Mathematics 2016-06-24 Christoph Thäle , J. E. Yukich

Following Fr\"ohlich and Spencer, we study one dimensional Ising spin systems with ferromagnetic, long range interactions which decay as $|x-y|^{-2+\alpha}$, $0\leq \alpha\leq 1/2$. We introduce a geometric description of the spin…

Mathematical Physics · Physics 2011-11-09 M. Cassandro , P. A. Ferrari , I. Merola , E. Presutti

Neural computations arising from myriads of interactions between spiking neurons can be modeled as network dynamics with punctuate interactions. However, most relevant dynamics do not allow for computational tractability. To circumvent this…

Probability · Mathematics 2024-04-09 Michel Davydov

This paper considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random…

Information Theory · Computer Science 2016-11-17 Igal Sason
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