Compound Poisson approximation for unbounded functions on a group, with application to large deviations

DOI10.1007/BF01246337zbMath0847.60005OpenAlexW1987068199MaRDI QIDQ1902869

Louis H. Y. Chen, Małgorzata Roos

Publication date: 24 September 1996

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01246337

zbMATH Keywords

multivariate Poisson approximationlarge deviation estimatesconvolution of \(n\) probability measures

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Convergence of probability measures (60B10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (12)

Compound Poisson approximation ⋮ The compound Poisson distribution and return times in dynamical systems ⋮ Approximation of the generalized Poisson binomial distribution: Asymptotic expansions ⋮ A compound Poisson convergence theorem for sums of \(m\)-dependent variables ⋮ Return times at periodic points in random dynamics ⋮ Refined total variation bounds in the multivariate and compound Poisson approximation ⋮ On local estimates and the Stein method ⋮ Two limit theorems for Markov binomial distribution ⋮ Probabilities of large deviations for the \(\chi^2\) approximation ⋮ Asymptotic expansions for generalized Poisson measures ⋮ Asymptotic estimation of the parameters of multivariate point processes. ⋮ On the stability of splitting difference schemes with respect to boundary conditions

Cites Work

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• Compound Poisson approximation for nonnegative random variables via Stein's method
• Some asymptotic and large deviation results in Poisson approximation
• An approximation theorem for convolutions of probability measures
• Stein's method for compound Poisson approximation: The local approach
• Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
• Pseudo-Poisson approximation for Markov chains
• An approximation theorem for the Poisson binomial distribution
• On the rate of Poisson convergence
• On the Convergence of Binomial to Poisson Distributions

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