Exchangeable pairs and Poisson approximation
概率论
2007-05-23 v3
摘要
This is a survey paper on Poisson approximation using Stein's method of exchangeable pairs. We illustrate using Poisson-binomial trials and many variations on three classical problems of combinatorial probability: the matching problem, the coupon collector's problem, and the birthday problem. While many details are new, the results are closely related to a body of work developed by Andrew Barbour, Louis Chen, Richard Arratia, Lou Gordon, Larry Goldstein, and their collaborators. Some comparison with these other approaches is offered.
引用
@article{arxiv.math/0411525,
title = {Exchangeable pairs and Poisson approximation},
author = {Sourav Chatterjee and Persi Diaconis and Elizabeth Meckes},
journal= {arXiv preprint arXiv:math/0411525},
year = {2007}
}
备注
Published at http://dx.doi.org/10.1214/154957805100000096 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)