Large deviations by Poisson approximations (Q1200016)
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English | Large deviations by Poisson approximations |
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Large deviations by Poisson approximations (English)
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17 January 1993
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Some sharp large deviation asymptotics are established for sums of independent, not necessarily identically distributed Bernoulli random variables. As usual, associated (Bernoulli) random variables are introduced via exponential centering. But instead of using a central limit type argument for the latter, a sharper Poisson approximation is applied here. The results are compared to standard approximations, and also simplified versions are presented which avoid numerical technicalities.
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associated random variables
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large deviation asymptotics
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Bernoulli random variables
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Poisson approximation
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