Compound Poisson approximation via information functionals

DOI10.1214/EJP.v15-799zbMath1225.60037arXiv1004.3692WikidataQ60522091 ScholiaQ60522091MaRDI QIDQ638324

Oliver Johnson, Mokshay Madiman, Ioannis Kontoyiannis, Andrew David Barbour

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.3692

zbMATH Keywords

Fisher informationinformation theorycompound Poisson approximation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Measures of information, entropy (94A17)

Related Items (12)

Compound Poisson approximation ⋮ BOUNDS ON EXTROPY WITH VARIATIONAL DISTANCE CONSTRAINT ⋮ Log-concavity, ultra-log-concavity, and a maximum entropy property of discrete compound Poisson measures ⋮ Information in Probability: Another Information-Theoretic Proof of a Finite de Finetti Theorem ⋮ Log-Hessian and deviation bounds for Markov semi-groups, and regularization effect in \(\mathbb{L}^1 \) ⋮ Entropy and the discrete central limit theorem ⋮ Improved lower bounds on the total variation distance for the Poisson approximation ⋮ Entropy and the fourth moment phenomenon ⋮ Compound Poisson approximation to convolutions of compound negative binomial variables ⋮ Majorization and Rényi entropy inequalities via Sperner theory ⋮ An information-theoretic proof of a finite de Finetti theorem ⋮ Entropy Inequalities for Sums in Prime Cyclic Groups

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