Poisson approximation
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Publication:2323908
asymptotic expansionsPoisson approximationtotal variation distancecompound Poisson approximationPoisson process approximationaccuracy of approximationlong head runslong match patterns
Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Sums of independent random variables; random walks (60G50)
Abstract: We overview results on the topic of Poisson approximation that are missed in existing surveys. The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well. We do not restrict ourselves to a particular method, and overview the whole range of issues including the general limit theorem, estimates of the accuracy of approximation, asymptotic expansions, etc. Related results on the accuracy of compound Poisson approximation are presented as well. We indicate a number of open problems and discuss directions of further research.
Recommendations
- scientific article; zbMATH DE number 52632
- Compound Poisson approximation
- Approximation by Poisson law
- A note on Poisson approximation
- Poisson approximation. Addendum
- scientific article; zbMATH DE number 4107859
- Refinement of Poisson Approximation
- Topics in Poisson approximation
- On the accuracy of Poisson approximation
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Cited in
(29)- Poisson deleting derivations algorithm and Poisson spectrum
- Topics in Poisson approximation
- On the rate of Poisson approximation to Bernoulli partial sum processes
- Poisson integrators
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- Compound Poisson approximation
- Poisson capacities
- Poisson thickening
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- Criteria for Poisson process convergence with applications to inhomogeneous Poisson-Voronoi tessellations
- Refinement of Poisson Approximation
- On Poisson approximation
- Poisson matching
- Poisson approximation. Addendum
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