Poisson convergence and Poisson processes with applications to random graphs
The author uses the Stein-Chen method to establish conditions under which a sequence of sums of dependent indicator random variables converges in distribution to a Poisson limit. The result is then extended to provide new sufficient conditions for the convergence of weakly dependent point processes to a Poisson point process. The theorems are applied to a variety of attractive problems from random graph theory, including that of finding the approximate distribution of the size of the first cycle in a graph with a large number of vertices, when edges are added one by one at random.
- A Poisson limit theorem for incomplete symmetric statistics
- A Poisson limit theorem for weakly exchangeable events
- Dissociated random variables
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