Approximating dependent rare events
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Abstract: In this paper we give a historical account of the development of Poisson approximation using Stein's method and present some of the main results. We give two recent applications, one on maximal arithmetic progressions and the other on bootstrap percolation. We also discuss generalisations to compound Poisson approximation, Poisson process approximation and multivariate Poisson approximation, and state a few open problems.
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Cited in
(12)- Matrix models, Toeplitz determinants and recurrence times for powers of random unitary matrices
- Compound Poisson approximation
- Approximating by convolution of the normal and compound Poisson laws via Stein's method
- Forecast dominance testing via sign randomization
- On the detection of transitive clusters in undirected networks
- Stein's method for conditional compound Poisson approximation
- Poisson approximation of the length spectrum of random surfaces
- Compound Poisson approximations in \(\ell_p\)-norm for sums of weakly dependent vectors
- Some results on approximation for distributions of random sums by Poisson distribution
- Poisson approximation for call function via Stein-Chen method
- Stein meets Malliavin in normal approximation
- Wilson loop expectations in lattice gauge theories with finite gauge groups
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