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相关论文: On corrected Poisson approximations for sums of in…

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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…

概率论 · 数学 2020-07-07 Pratima Eknath Kadu

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…

统计理论 · 数学 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

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…

概率论 · 数学 2019-06-05 A. D. Barbour , Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

The paper is concerned with approximating the distribution of a sum W of n integer valued random variables Y_i, whose distributions depend on the state of an underlying Markov chain X. The approximation is in terms of a translated Poisson…

概率论 · 数学 2008-10-06 A. D. Barbour , Torgny Lindvall

In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables in two ways. We prove that we can improve the rate of…

概率论 · 数学 2022-10-26 Pierre-Loïc Méliot , Ashkan Nikeghbali , Gabriele Visentin

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…

概率论 · 数学 2013-06-21 Louis H. Y. Chen , Xiao Fang , Qi-Man Shao

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…

概率论 · 数学 2017-03-08 Bero Roos

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

概率论 · 数学 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson

Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…

概率论 · 数学 2015-07-06 V. Yu. Korolev , A. V. Dorofeeva

New lower bounds on the total variation distance between the distribution of a sum of independent Bernoulli random variables and the Poisson random variable (with the same mean) are derived via the Chen-Stein method. The new bounds rely on…

信息论 · 计算机科学 2013-07-17 Igal Sason

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…

概率论 · 数学 2026-05-22 Vydas Čekanavičius , Simona Jokubauskienė

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…

概率论 · 数学 2024-09-04 Bero Roos

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…

概率论 · 数学 2020-06-26 A. N. Kumar , P. Vellaisamy , F. Viens

Consider the distance between two i.i.d. and independent Poisson processes with arrival rate $\lambda>0$ and respective arrival times $X_1,X_2,\dots$ and $Y_1,Y_2,\dots$ on a line. We give a closed analytical formula for the %expected…

离散数学 · 计算机科学 2017-08-21 Rafał Kapelko

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…

概率论 · 数学 2018-08-13 Nguyen Tien Dung

The accuracy of compound Poisson approximation to the sum $S=w_1S_1+w_2S_2+...+w_NS_N$ is estimated. Here $S_i$ are sums of independent or weakly dependent random variables, and $w_i$ denote weights. The overall smoothing effect of $S$ on…

统计理论 · 数学 2013-03-04 Vydas Cekanavicius , Aiste Elijio

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…

统计理论 · 数学 2019-01-14 Vydas Čekanavičius , Palaniappan Vellaisamy

We develop an analog for shifted primes of the Kubilius model of prime factors of integers. We prove a total variation distance estimate for the difference between the model and actual prime factors of shifted primes, and apply it to show…

数论 · 数学 2026-01-21 Kevin Ford

We study the accuracy of a scaled Poisson approximation to the weighted sum of independent Poisson random variables, focusing on in particular the relative error of the tail distribution. A bound on the relative approximation error is…

概率论 · 数学 2024-03-18 Yue Tan , Yingdong Lu , Cathy Xia

For all $n, \epsilon >0$, we show that the set of Poisson Binomial distributions on $n$ variables admits a proper $\epsilon$-cover in total variation distance of size $n^2+n \cdot (1/\epsilon)^{O(\log^2 (1/\epsilon))}$, which can also be…

统计计算 · 统计学 2014-10-03 Constantinos Daskalakis , Christos Papadimitriou
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