基于 Chen-Stein 方法与 Malliavin 微积分的 Rademacher 泛函的泊松逼近
概率论
2017-07-26 v3
摘要
建立了可能非对称且非齐次无限 Rademacher 序列的整数值泛函的分布与泊松分布之间的全变距离的新界。它们基于 Chen-Stein 方法与离散版 Malliavin 微积分的结合。我们给出了对偏移离散多重随机积分的一些应用。
引用
@article{arxiv.1505.01417,
title = {Poisson approximation of Rademacher functionals by the Chen-Stein method and Malliavin calculus},
author = {Kai Krokowski},
journal= {arXiv preprint arXiv:1505.01417},
year = {2017}
}
备注
Comments on version 2: An error in the bound of Theorem 3.4 was corrected. Corollary 3.9, Remark 3.10 and Remark 3.14 were added to discuss some concrete applications to Theorem 3.7 and Theorem 3.13 (formerly Theorem 3.11)