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相关论文: Normal Approximation in Geometric Probability

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In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main…

概率论 · 数学 2024-11-06 Dominic Schuhmacher , Leoni Carla Wirth

As an application of Stein's method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detecting local signals in sequences of independent random variables…

概率论 · 数学 2015-05-29 Xiao Fang , David Siegmund

We use Stein's method to establish the rates of normal approximation in terms of the total variation distance for a large class of sums of score functions of marked Poisson point processes on $\mathbb{R}^d$. As in the study under the weaker…

概率论 · 数学 2020-11-17 Tianshu Cong , Aihua Xia

We explore two aspects of geometric approximation via a coupling approach to Stein's method. Firstly, we refine precision and increase scope for applications by convoluting the approximating geometric distribution with a simple translation…

概率论 · 数学 2024-12-11 Fraser Daly , Claude Lefèvre

Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…

概率论 · 数学 2017-09-21 Mathew D. Penrose

Stein's method is used to approximate sums of discrete and locally dependent random variables by a centered and symmetric Binomial distribution. Under appropriate smoothness properties of the summands, the same order of accuracy as in the…

概率论 · 数学 2007-05-23 Adrian Röllin

This survey article discusses the main concepts and techniques of Stein's method for distributional approximation by the normal, Poisson, exponential, and geometric distributions, and also its relation to concentration inequalities. The…

概率论 · 数学 2011-09-12 Nathan Ross

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…

概率论 · 数学 2017-12-05 A. D. Barbour , Adrian Röllin , Nathan Ross

Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…

概率论 · 数学 2011-02-22 Aihua Xia , Fuxi Zhang

We use Stein's method to obtain explicit bounds on the rate of convergence for the Laplace approximation of two different sums of independent random variables; one being a random sum of mean zero random variables and the other being a…

概率论 · 数学 2021-06-29 Robert E. Gaunt

Stein's method provides a way of bounding the distance of a probability distribution to a target distribution $\mu$. Here we develop Stein's method for the class of discrete Gibbs measures with a density $e^V$, where $V$ is the energy…

概率论 · 数学 2008-08-22 Peter Eichelsbacher , Gesine Reinert

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 $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…

概率论 · 数学 2012-12-11 Matthias Schulte , Christoph Thaele

We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…

概率论 · 数学 2013-03-21 Erol A. Peköz , Adrian Röllin , Nathan Ross

We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance for a large class of geometric functionals of marked Poisson and binomial point processes on general metric spaces. The rates are valid…

概率论 · 数学 2017-02-03 Raphaël Lachièze-Rey , Matthias Schulte , J. E. Yukich

A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on…

概率论 · 数学 2009-12-09 Fraser Daly , Claude Lefèvre , Sergey Utev

Small subgraph counts can be used as summary statistics for large random graphs. We use the Stein-Chen method to derive Poisson approximations for the distribution of the number of subgraphs in the stochastic block model which are…

概率论 · 数学 2017-03-21 Matthew Coulson , Robert E. Gaunt , Gesine Reinert

Stein's (1972) method is a very general tool for assessing the quality of approximation of the distribution of a random element by another, often simpler, distribution. In applications of Stein's method, one needs to establish a Stein…

概率论 · 数学 2007-05-23 Andrew D. Barbour , Vydas Cekanavicius , Aihua Xia

New bounds for the $k$-th order derivatives of the solutions of the normal and multivariate normal Stein equations are obtained. Our general order bounds involve fewer derivatives of the test function than those in the existing literature.…

概率论 · 数学 2017-03-21 Robert E. Gaunt

By the continuous mapping theorem, if a sequence of $d$-dimensional random vectors $(\mathbf{W}_n)_{n\geq1}$ converges in distribution to a multivariate normal random variable $\Sigma^{1/2}\mathbf{Z}$, then the sequence of random variables…

概率论 · 数学 2020-03-18 Robert E. Gaunt
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