Asymptotic expansions in the Poisson limit theorem

DOI10.1214/AOP/1176992169zbMath0622.60049OpenAlexW2095203570WikidataQ104698822 ScholiaQ104698822MaRDI QIDQ1091034

Andrew David Barbour

Publication date: 1987

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992169

zbMATH Keywords

rate of convergenceStein's methodasymptotic expansionsPoisson approximationestimates of the truncation errornonnegative summands

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (27)

Poisson approximation for expectations of unbounded functions of independent random variables ⋮ On the convergence of Markov binomial to Poisson distribution ⋮ Improvements in the Poisson approximation of mixed Poisson distributions ⋮ Poisson Approximation to the Convolution of Power Series Distributions ⋮ Compound Poisson approximation ⋮ Normal and poisson approximation of infinitely divisible distribution functions ⋮ A semigroup approach to Poisson approximation with respect to the point metric ⋮ Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation ⋮ A new semigroup technique in Poisson approximation ⋮ On a relationship between Uspensky's theorem and Poisson approximations ⋮ Asymptotic expansions in the approximation by the Poisson law ⋮ A Charlier-Parseval approach to Poisson approximation and its applications ⋮ Zero bias transformation and asymptotic expansions ⋮ Asymptotic analysis of the Askey-scheme. I: From Krawtchouk to Charlier ⋮ Stein's method and zero bias transformation for CDO tranche pricing ⋮ Approximation for expectations of unbounded functions of dependent integer-valued random variables ⋮ On local estimates and the Stein method ⋮ Sharp estimates in signed Poisson approximation of Poisson mixtures ⋮ The INARCH(1) Model for Overdispersed Time Series of Counts ⋮ Isolation and connectivity in random geometric graphs with self-similar intensity measures ⋮ On the accuracy of Poisson approximation ⋮ Approximating by convolution of the normal and compound Poisson laws via Stein's method ⋮ Compound Poisson approximation to convolutions of compound negative binomial variables ⋮ Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law ⋮ Poisson approximation ⋮ On the rate of multivariate Poisson convergence ⋮ Convergences of the rescaled Whittaker stochastic differential equations and independent sums

This page was built for publication: Asymptotic expansions in the Poisson limit theorem