Poisson approximation for dependent trials
From MaRDI portal
Publication:1229508
DOI10.1214/aop/1176996359zbMath0335.60016OpenAlexW1983314966WikidataQ61387128 ScholiaQ61387128MaRDI QIDQ1229508
Publication date: 1975
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996359
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50)
Related Items (only showing first 100 items - show all)
Stein's method and birth-death processes ⋮ Approximating the number of successes in independent trials: binomial versus Poisson ⋮ A bound for the distribution of the sum of discrete associated or negatively associated random variables. ⋮ \(r\)-scan statistics of a marker array in multiple sequences derived from a common progenitor. ⋮ Removing logarithms from Poisson process error bounds. ⋮ Sharp error terms and necessary conditions for exponential hitting times in mixing processes. ⋮ Fluctuations of bridges, reciprocal characteristics and concentration of measure ⋮ Operator semigroups and Poisson convergence in selected metrics ⋮ Kendall's tau-type rank statistics in genome data. ⋮ Parametric Stein operators and variance bounds ⋮ Individually rational pure strategies in large games ⋮ Approximate string matching using a bidirectional index ⋮ Pattern matching between two non-aligned random sequences ⋮ Stein's method, Palm theory and Poisson process approximation. ⋮ Stein estimation of the intensity of a spatial homogeneous Poisson point process ⋮ Convergence of independent particle systems ⋮ Reliability bounds for coherent structures with independent components ⋮ The first divisible sum ⋮ Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets ⋮ Large jumps of \(q\)-Ornstein-Uhlenbeck processes ⋮ On Stein-Chen factors for Poisson approximation ⋮ Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality ⋮ Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes ⋮ A semigroup approach to Poisson approximation with respect to the point metric ⋮ Binomial approximation for sum of indicators with dependent neighborhoods ⋮ Zero biasing and a discrete central limit theorem ⋮ Products of normal, beta and gamma random variables: Stein operators and distributional theory ⋮ Some estimates in the central limit theorem for \(\varphi\)-mixing random variables ⋮ Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation ⋮ Stein's method for diffusion approximations ⋮ Poisson approximations for Markov-driven point processes ⋮ Limit distributions of sums of m-dependent Bernoulli random variables ⋮ Approximating dependent rare events ⋮ On using the first difference in the Stein-Chen method ⋮ The compound Poisson approximation for a portfolio of dependent risks ⋮ The Berry-Esseen bound for identically distributed random variables by Stein method ⋮ 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 ⋮ Large deviations for sums of random variables connected into a Markov chain in approximation by Poisson law ⋮ 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 ⋮ Bivariate high-level exceedance and the Chen-Stein theorem in genomics multiple hypothesis testing perspectives ⋮ Asymptotic evaluation of the number of latin rectangles ⋮ The time of bootstrap percolation with dense initial sets ⋮ Compound Poisson approximations for sums of 1-dependent random variables. I ⋮ A Charlier-Parseval approach to Poisson approximation and its applications ⋮ From Stein identities to moderate deviations ⋮ A non-uniform birthday problem with applications to discrete logarithms ⋮ Approximation of projections of random vectors ⋮ Detecting local network motifs ⋮ Probability problems connected with a certain integrodifferential inequality ⋮ A generalized false discovery rate in microarray studies ⋮ Relative log-concavity and a pair of triangle inequalities ⋮ An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds ⋮ Some estimates of the normal approximation for \(\varphi \)-mixing random variables ⋮ On the accuracy of multivariate compound Poisson approximation. ⋮ Distribution of the sum-of-digits function of random integers: a survey ⋮ An extremal property of the normal distribution, with a discrete analog ⋮ Stein operators for variables form the third and fourth Wiener chaoses ⋮ Useful inequalities for the longest run distribution ⋮ On exceedances of high levels ⋮ Threshold functions for local properties of graphs: Triangles ⋮ Two sufficient conditions for Poisson approximations in the ferromagnetic Ising model ⋮ Poisson eigenvalue statistics for random Schrödinger operators on regular graphs ⋮ Approximation of stable law in Wasserstein-1 distance by Stein's method ⋮ Approximating the distributions of runs and patterns ⋮ Bump hunting in regression analysis ⋮ The Gamma Stein equation and noncentral de Jong theorems ⋮ Poisson approximation for a sum of negative binomial random variables ⋮ Stein's method and point process approximation ⋮ Size bias for one and all ⋮ Identifying the limiting distribution by a general approach of Stein's method ⋮ The split-and-drift random graph, a null model for speciation ⋮ Stein's method and zero bias transformation for CDO tranche pricing ⋮ On local estimates and the Stein method ⋮ Multilevel clustering of extremes. ⋮ Sharp estimates in signed Poisson approximation of Poisson mixtures ⋮ Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective ⋮ On Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spaces ⋮ Spin glasses and Stein's method ⋮ On bounding the absolute mean value ⋮ Upper bounds for spatial point process approximations ⋮ New non-uniform bounds on Poisson approximation for dependent Bernoulli trials ⋮ Distributional transformations, orthogonal polynomials, and Stein characterizations ⋮ A bound on the Poisson-binomial relative error ⋮ Geography of local configurations ⋮ Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry ⋮ Some new Stein operators for product distributions ⋮ An algebra of Stein operators ⋮ Compound Poisson approximation for Markov chains using Stein's method ⋮ A central limit theorem for decomposable random variables with applications to random graphs ⋮ Poisson approximation for point processes via monotone couplings ⋮ Position dependent and stochastic thinning of point processes ⋮ Binomial approximation to the Poisson binomial distribution ⋮ Polynomial birth-death distribution approximation in the Wasserstein distance ⋮ On the distribution of pure strategy equilibria in finite games with vector payoffs ⋮ Poisson approximation in connection with clustering of random points ⋮ On the Poisson approximation for some multinomial distributions ⋮ A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain ⋮ Coupling and Poisson approximation
This page was built for publication: Poisson approximation for dependent trials
