Approximating dependent rare events

DOI10.3150/12-BEJSP18zbMath1284.60110arXiv1306.4158OpenAlexW2078933495MaRDI QIDQ373526

Louis H. Y. Chen, Adrian Roellin

Publication date: 17 October 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.4158

zbMATH Keywords

rare eventsStein's methodPoisson approximationcompound Poisson approximationBernoulli random variablesmonotone couplingbootstrap percolationlocal dependencemaximal arithmetic progressionsmultivariate Poisson approximationPoisson process approximationsize-bias coupling

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Stochastic processes (60G99)

Related Items (11)

On the detection of transitive clusters in undirected networks ⋮ Forecast dominance testing via sign randomization ⋮ Compound Poisson approximation ⋮ Matrix models, Toeplitz determinants and recurrence times for powers of random unitary matrices ⋮ Compound Poisson approximations in \(\ell_p\)-norm for sums of weakly dependent vectors ⋮ Wilson loop expectations in lattice gauge theories with finite gauge groups ⋮ Some results on approximation for distributions of random sums by Poisson distribution ⋮ Approximating by convolution of the normal and compound Poisson laws via Stein's method ⋮ Poisson approximation of the length spectrum of random surfaces ⋮ Poisson approximation for call function via Stein-Chen method ⋮ Stein meets Malliavin in normal approximation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The time of bootstrap percolation with dense initial sets
• Erratum: ``Maximal arithmetic progressions in random subsets
• Fundamentals of Stein's method
• On Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spaces
• On the rate of convergence in the multivariate CLT
• Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
• Exchangeable pairs and Poisson approximation
• A semigroup approach to Poisson approximation
• Stein's method for diffusion approximations
• Two moments suffice for Poisson approximations: The Chen-Stein method
• Probability approximations via the Poisson clumping heuristic
• Stein's method and point process approximation
• Compound Poisson approximation for nonnegative random variables via Stein's method
• Some asymptotic and large deviation results in Poisson approximation
• Poisson approximation for dependent trials
• On the rate of multivariate Poisson convergence
• On using the first difference in the Stein-Chen method
• Kerstan's method for compound Poisson approximation.
• Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
• Sequence comparison significance and Poisson approximation
• Mathematical and statistical methods for genetic analysis.
• Compound Poisson approximation in total variation
• A Poisson approximation for sequence comparisons with insertions and deletions
• Stein's method and birth-death processes
• Compound Poisson approximation: A user's guide
• \(r\)-scan statistics of a marker array in multiple sequences derived from a common progenitor.
• Removing logarithms from Poisson process error bounds.
• Stein's method, Palm theory and Poisson process approximation.
• Limit distribution of maximal non-aligned two-sequence segmental score
• Degree asymptotics with rates for preferential attachment random graphs
• New rates for exponential approximation and the theorems of Rényi and Yaglom
• Maximal arithmetic progressions in random subsets
• Evolutionarily stable strategies of random games, and the vertices of random polygons
• An approximation theorem for the Poisson binomial distribution
• Small worlds
• Normal Approximations with Malliavin Calculus
• On Stein’s method for multivariate normal approximation
• Laws of Small Numbers: Extremes and Rare Events
• On the rate of Poisson convergence
• Normal Approximation by Stein’s Method
• Poisson convergence and random graphs
• Solving the Stein Equation in compound poisson approximation
• Poisson perturbations
• On smallest triangles
• Compound Poisson approximation and the clustering of random points
• An Introduction to Stein's Method
• Poisson approximation for some statistics based on exchangeable trials
• Multivariate normal approximations by Stein's method and size bias couplings
• Poisson approximation, compensators and coupling
• Metric Multivariate Poisson Approximation of the Generalized Multinomial Distribution
• What is good mathematics?
• Distributional regimes for the number of k -word matches between two random sequences

This page was built for publication: Approximating dependent rare events