Abstract: The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates for the closeness between the sample containing independent observations of rare events and the Poisson point process which is obtained after a Poissonization of the initial sample.
Recommendations
Cites work
- scientific article; zbMATH DE number 3837063 (Why is no real title available?)
- scientific article; zbMATH DE number 3980131 (Why is no real title available?)
- scientific article; zbMATH DE number 4007337 (Why is no real title available?)
- scientific article; zbMATH DE number 4088618 (Why is no real title available?)
- scientific article; zbMATH DE number 3718257 (Why is no real title available?)
- scientific article; zbMATH DE number 3218266 (Why is no real title available?)
- scientific article; zbMATH DE number 2187767 (Why is no real title available?)
- scientific article; zbMATH DE number 3219356 (Why is no real title available?)
- scientific article; zbMATH DE number 3226595 (Why is no real title available?)
- scientific article; zbMATH DE number 3080938 (Why is no real title available?)
- An approximation theorem for the Poisson binomial distribution
- Approximation methods in probability theory
- Approximation of aggregate claims distributions by compound Poisson distributions
- Approximation of convolutions of probability distributions by infinitely divisible laws in case of weakened moment constraints
- Approximation theorems for independent and weakly dependent random vectors
- Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
- Asymptotic methods in statistical decision theory
- Distances of Probability Measures and Random Variables
- Note on the Berry-Esseen Theorem
- On Hipp's compound Poisson approximations via concentration functions
- On the rate of Poisson convergence
- The number of two-dimensional maxima
Cited in
(10)- Partitions of point processes: Multivariate Poisson approximations
- Compound Poisson approximation
- On alternative approximating distributions in the multivariate version of Kolmogorov's second uniform limit theorem
- scientific article; zbMATH DE number 4007339 (Why is no real title available?)
- scientific article; zbMATH DE number 1724290 (Why is no real title available?)
- Convergence to infinite-dimensional compound Poisson distributions on convex polyhedra
- Rare events for the Manneville-Pomeau map
- Approximation of a sample by a Poisson point process
- Rare event process and entry times distribution for arbitrary null sets on compact manifolds
- Compound Poisson process approximation.
This page was built for publication: Rare events and Poisson point processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2199124)
