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相关论文: Translated Poisson approximation using exchangeabl…

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This exposition explains the basic ideas of Stein's method for Poisson random variable approximation and Poisson process approximation from the point of view of the immigration-death process and Palm theory. The latter approach also enables…

概率论 · 数学 2007-05-23 Louis H. Y. Chen , Aihua Xia

In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cram\'er-type moderate deviation theorem of normal approximation for unbounded…

概率论 · 数学 2022-09-26 Zhuo-Song Zhang

We extend Stein's celebrated Wasserstein bound for normal approximation via exchangeable pairs to the multi-dimensional setting. As an intermediate step, we exploit the symmetry of exchangeable pairs to obtain an error bound for smooth test…

概率论 · 数学 2020-09-22 Xiao Fang , Yuta Koike

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

We derive a new result for exponential approximation using Stein's method of exchangeable pairs. As an application, an exponential limit theorem with error term is derived for |Tr(U)|^2, where Tr(U) denotes the trace of a matrix chosen from…

概率论 · 数学 2012-07-24 Jason Fulman , Nathan Ross

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

The purpose of this dissertation is to introduce a version of Stein's method of exchangeable pairs to solve problems in measure concentration. We specifically target systems of dependent random variables, since that is where the power of…

概率论 · 数学 2016-03-09 Sourav Chatterjee

Narayana numbers appear in many places in combinatorics and probability, and it is known that they are asymptotically normal. Using Stein's method of exchangeable pairs, we provide an error of approximation in total variation to a symmetric…

概率论 · 数学 2020-05-13 Jason Fulman , Adrian Röllin

In the seventies, Charles Stein revolutionized the way of proving the Central Limit Theorem by introducing a method that utilizes a characterization equation for Gaussian distribution. In the last 50 years, much research has been done to…

概率论 · 数学 2022-10-14 Partha S. Dey , Grigory Terlov

We establish Poisson and compound Poisson approximations for stabilizing statistics of $\beta$-mixing point processes and give explicit rates of convergence. Our findings are based on a general estimate of the total variation distance of a…

概率论 · 数学 2023-10-24 Nicolas Chenavier , Moritz Otto

The purpose of this paper is to synthesize the approaches taken by Chatterjee-Meckes and Reinert-R\"ollin in adapting Stein's method of exchangeable pairs for multivariate normal approximation. The more general linear regression condition…

概率论 · 数学 2010-05-18 Elizabeth S. Meckes

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

The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence. A general result (Theorem…

概率论 · 数学 2016-09-07 Louis H. Y. Chen , Aihua Xia

For integer valued random variables, the translated Poisson distributions form a flexible family for approximation in total variation, in much the same way that the normal family is used for approximation in Kolmogorov distance. Using the…

概率论 · 数学 2016-12-26 A. D. Barbour , Malwina J. Luczak , Aihua Xia

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

The idea behind Poisson approximation to the binomial distribution was used in [J. de la Cal, F. Luquin, J. Approx. Theory, 68(3), 1992, 322-329] and subsequent papers in order to establish the convergence of suitable sequences of positive…

概率论 · 数学 2022-08-18 Ana-Maria Acu , Margareta Heilmann , Ioan Rasa , Andra Seserman

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

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

We overview results on the topic of Poisson approximation that are missed in existing surveys. The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well. We do not restrict…

概率论 · 数学 2019-04-12 S. Y. Novak

We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…

概率论 · 数学 2007-05-23 Mathew D. Penrose , J. E. Yukich