Poisson approximation using the Stein-Chen method and coupling: Number of exceedances of Gaussian random variables (Q750001)
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scientific article; zbMATH DE number 4174035
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| English | Poisson approximation using the Stein-Chen method and coupling: Number of exceedances of Gaussian random variables |
scientific article; zbMATH DE number 4174035 |
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Poisson approximation using the Stein-Chen method and coupling: Number of exceedances of Gaussian random variables (English)
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1990
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The title describes pretty much the content. For a family of dependent Gaussian random variables count the number of exceedances of a certain level. Approximate this distribution by a Poisson distribution. Here upper bounds for the total variation norm are given. The main mathematical tools are the Stein-Chen method and a coupling.
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number of exceedences
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Poisson distribution
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Stein-Chen method
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coupling
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0.8475114703178406
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0.8374900817871094
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0.8340561389923096
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0.8340561389923096
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0.8104816675186157
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