Two moments suffice for Poisson approximations: The Chen-Stein method
From MaRDI portal
Publication:1122210
DOI10.1214/aop/1176991491zbMath0675.60017OpenAlexW2016966047WikidataQ104631503 ScholiaQ104631503MaRDI QIDQ1122210
Larry Goldstein, Richard Arratia, Louis Gordon
Publication date: 1989
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991491
Central limit and other weak theorems (60F05) Combinatorial probability (60C05) Functional limit theorems; invariance principles (60F17)
Related Items
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics, Limiting Distributions in Sequential Occupancy Problem, Online score statistics for detecting clustered change in network point processes, Stein's method for concentration inequalities, Stein's Method and Stochastic Orderings, The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization, On the asymptotic distribution of the scan statistic for empirical distributions, Mod-\(\phi\) convergence: approximation of discrete measures and harmonic analysis on the torus, The Distribution of Minimum-Weight Cliques and Other Subgraphs in Graphs with Random Edge Weights, Unnamed Item, Using Maximum Entry-Wise Deviation to Test the Goodness of Fit for Stochastic Block Models, Maximal large deviations and slow recurrences in weakly chaotic systems, The Malliavin–Stein Method on the Poisson Space, Random triangles in random graphs, Poisson approximation of subgraph counts in stochastic block models and a graphon model, Malliavin calculus for marked binomial processes and applications, Poisson process approximation under stabilization and Palm coupling, Random feedback shift registers and the limit distribution for largest cycle lengths, Finite Automata, Probabilistic Method, and Occurrence Enumeration of a Pattern in Words and Permutations, Nearly optimal central limit theorem and bootstrap approximations in high dimensions, Stein's method, smoothing and functional approximation, A non-heuristic approach to time-space tradeoffs and optimizations for BKW, Power enhancement for testing multi-factor asset pricing models via Fisher's method, Moments of permutation statistics and central limit theorems, Attacks and alignments: rooks, set partitions, and permutations, Max-sum test based on Spearman's footrule for high-dimensional independence tests, Zero bias transformation and asymptotic expansions, Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions, Card guessing and the birthday problem for sampling without replacement, Poisson limit distribution for diffeomorphisms with weak hyperbolic product structure, Stein's method, Gaussian processes and palm measures, with applications to queueing, Singular value distribution of dense random matrices with block Markovian dependence, Statistics of finite degree covers of torus knot complements, Strong limit theorem for largest entry of large-dimensional random tensor, Bootstrap percolation in random geometric graphs, Chen-Stein method for the uncovered set of random walk on \(\mathbb{Z}_n^d\) for \(d \ge 3\), Limiting behavior of largest entry of random tensor constructed by high-dimensional data, Comparing a large number of multivariate distributions, Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices, Continued fractions, the Chen–Stein method and extreme value theory, Geometric law for multiple returns until a hazard, On moderate deviations in Poisson approximation, Convergence to the maximum process of a fractional Brownian motion with shot noise, Large deviations-based upper bounds on the expected relative length of longest common subsequences, On Occurrences of F-S Strings in Linearly and Circularly Ordered Binary Sequences, Extreme value theory in some statistical analysis of genomic sequences, Step Size in Stein's Method of Exchangeable Pairs, Waiting for regulatory sequences to appear, Asymptotic distribution of Bernoulli quadratic forms, High-dimensional central limit theorems by Stein's method, Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn, Poisson approximation for the number of visits to balls in non-uniformly hyperbolic dynamical systems, Sentry Selection in Wireless Networks, Evolutionarily stable strategies of random games, and the vertices of random polygons, Poisson approximation for (k1, k2)-events via the Stein-Chen method, An Improvement of Poisson Approximation for Sums of Dependent Bernoulli Random Variables, A non-uniform bound on Poisson approximation in somatic cell hybrid model, Asymptotics for local maximal stack scores with general loop penalty function, r-scan statistics of a Poisson process with events transformed by duplications, deletions, and displacements, Consecutive covering arrays and a new randomness test, Some strong limit theorems for the largest entries of sample correlation matrices, Asymptotic distribution of the largest off-diagonal entry of correlation matrices, Poisson approximations for the Ising model, The distribution of clusters in random graphs, On the asymptotics of the number of binary words with a given length of a maximal series, A derivation of the Poisson law for returns of smooth maps with certain geometrical properties, Largest entries of sample correlation matrices from equi-correlated normal populations, Poisson approximation and dna sequence matching, The largest order statistics for the inradius in an isotropic STIT tessellation, Bivariate fluctuations for the number of arithmetic progressions in random sets, Strong noise sensitivity and random graphs, An improved approximation for assessing the statistical significance of molecular sequence features, Limit theorems for numbers of returns in arrays under ϕ-mixing, Secrecy coverage in two dimensions, Poisson statistics of eigenvalues in the hierarchical Dyson model, Poisson approximation of the length spectrum of random surfaces, Scan statistics of Lévy noises and marked empirical processes, Compound Poisson approximation of subgraph counts in stochastic block models with multiple edges, Scan B-statistic for kernel change-point detection, Multinomial goodness-of-fit based on \(U\)-statistics: high-dimensional asymptotic and minimax optimality, The Second-Moment Phenomenon for Monochromatic Subgraphs, A Phase Transition for the Distribution of Matching Blocks, Managing local dependencies in asymptotic theory for maxima of stationary random fields, Statistical analysis of the number of self-overlapping leftmost repeats in an homogeneous stationary Markov chain on finite states, Barrier Coverage, A Compound Poisson Approximation Inequality, Poisson approximation, Distance estimates for dependent superpositions of point processes, Compound Poisson approximation of word counts in DNA sequences, Maker‐breaker games on random geometric graphs, Sequential metric dimension for random graphs, The topology of probability distributions on manifolds, Rate of Convergence to the Poisson Law of the Numbers of Cycles in the Generalized Random Graphs, The exact and asymptotic distribution of overlapping success runs, Large deviation behavior for the longest head run in an IID Bernoulli sequence, Pure Nash Equilibria and Best-Response Dynamics in Random Games, Limit theorems for numbers of multiple returns in non-conventional arrays, Stein's method and birth-death processes, Compound Poisson process approximation., Maxima of partial sums indexed by geometrical structures, A comparison of scores of two protein structures with foldings, Compound Poisson approximation: A user's guide, \(r\)-scan statistics of a marker array in multiple sequences derived from a common progenitor., Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes, The asymptotic distributions of the largest entries of sample correlation matrices., A Poisson approximation for the number of \(k\)-matches, Kendall's tau-type rank statistics in genome data., Individually rational pure strategies in large games, Stein's method, Palm theory and Poisson process approximation., Convergence of independent particle systems, Reliability bounds for coherent structures with independent components, Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets, Exact asymptotics for the scan statistic and fast alternatives, Asymptotics of multivariate contingency tables with fixed marginals, Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality, Binomial approximation for sum of indicators with dependent neighborhoods, Sequential change point detection in high dimensional time series, Local alignment of Markov chains, Tutorial on large deviations for the binomial distribution, Multitype threshold growth: Convergence to Poisson-Voronoi tessellations, Stein's method for diffusion approximations, Poisson approximation for the number of large digits of inhomogeneous \(f\)-expansions, Approximating dependent rare events, On using the first difference in the Stein-Chen method, Stein's method and Poisson process approximation for a class of Wasserstein metrics, Poisson approximation of the number of exceedances of a discrete-time \(\chi ^ 2\)-process, On Poisson approximation to the partial sum process of a Markov chain, Some results associated with the longest run in a strongly ergodic Markov chain, On convergence to the Poisson law for distributions of the sum of random variables connected into a chain, The time of bootstrap percolation with dense initial sets, Finite size percolation in regular trees, Phase transition in limiting distributions of coherence of high-dimensional random matrices, Asymptotic results for the number of Wagner's solutions to a generalised birthday problem, A non-uniform birthday problem with applications to discrete logarithms, Approximation of projections of random vectors, Fundamentals of Stein's method, Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices, A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests, On the asymptotics of locally dependent point processes, On the length of the longest run in a multi-state Markov chain., Minimax optimality of the Shiryayev-Roberts change-point detection rule, Useful inequalities for the longest run distribution, Poisson and compound Poisson approximations in conventional and nonconventional setups, Joint distributions of numbers of occurrences of a discrete pattern and weak convergence of an empirical process for the pattern, Approximations for the strength distribution and size effect in an idealized lattice model of material breakdown, Some rigorous results for the Greenberg-Hastings model, Longest runs in a sequence of \(m\)-dependent random variables, Two sufficient conditions for Poisson approximations in the ferromagnetic Ising model, First passage times for threshold growth dynamics on \(\mathbb{Z}^ 2\), A phase transition for the minimum free energy of secondary structures of a random RNA, A local algorithm for DNA sequence alignment with inversions, Poisson, compound Poisson and process approximations for testing statistical significance in sequence comparisons, Weighted dependency graphs, Bump hunting in regression analysis, The Gamma Stein equation and noncentral de Jong theorems, Extremes of some Gaussian random interfaces, High-dimensional consistent independence testing with maxima of rank correlations, Stein's method and point process approximation, An accurate approximation for the expected site frequency spectrum in a Galton-Watson process under an infinite sites mutation model, Distributions related to \((k_{1},k_{2})\) events, Inequalities for rare events in time-reversible Markov chains. II, The matching, birthday and the strong birthday problem: a contemporary review, Maxima of entries of Haar distributed matrices, Competition between discrete random variables, with applications to occupancy problems, Connectivity and equilibrium in random games, Extremes of the standardized Gaussian noise, On success runs of a fixed length in Bernoulli sequences: exact and asymptotic results, Finite-size corrections to Poisson approximations in general renewal-success processes, New non-uniform bounds on Poisson approximation for dependent Bernoulli trials, Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry, Compound Poisson approximation for regularly varying fields with application to sequence alignment, Rare event process and entry times distribution for arbitrary null sets on compact manifolds, Limiting distribution for the maximal standardized increment of a random walk, Deviation of discrete distributions -- positive and negative results, Compound Poisson approximation for Markov chains using Stein's method, Geometric law for numbers of returns until a hazard under \(\varphi\)-mixing, Stein's method in a two-dimensional coverage problem, Poisson approximation for point processes via monotone couplings, Non-uniform birthday problem revisited: refined analysis and applications to discrete logarithms, A waiting time problem arising from the study of multi-stage carcinogenesis, On the distribution of pure strategy equilibria in finite games with vector payoffs, A non-parametric test for independence based on symbolic dynamics, Poisson approximation with applications to stochastic geometry, Asymptotic distribution of the maximum interpoint distance for high-dimensional data, Some properties for the largest component of random geometric graphs with applications in sensor networks, Sign-balanced covering matrices, Euler circuits and DNA sequencing by hybridization, Approximate \(p\)-values for local sequence alignments., Poisson approximation in connection with clustering of random points, The combinatorics and extreme value statistics of protein threading, On the number of pure strategy Nash equilibria in random games, The asymptotic distributions of the largest entries of sample correlation matrices under an \(\alpha\)-mixing assumption, Maximum of the membrane model on regular trees, On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime, Maximum-likelihood estimation of the statistical distribution of Smith- Waterman local sequence similarity scores, Poisson approximations and convergence rates for hyperbolic dynamical systems, Limiting distribution and error terms for the number of visits to balls in non-uniformly hyperbolic dynamical systems
