Poisson approximation
From MaRDI portal
Publication:2323908
DOI10.1214/18-PS318zbMATH Open1422.60028arXiv1901.01847OpenAlexW4246882069MaRDI QIDQ2323908FDOQ2323908
Publication date: 13 September 2019
Published in: Probability Surveys (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1901.01847
Recommendations
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)
Cites Work
- Title not available (Why is that?)
- Extremes and related properties of random sequences and processes
- On the exceedance point process for a stationary sequence
- A semigroup approach to Poisson approximation
- Asymptotics and sharp bounds in the Poisson approximation to the Poisson-binomial distribution
- Two moments suffice for Poisson approximations: The Chen-Stein method
- Weak convergence results for extremal processes generated by dependent random variables
- Runs and scans with applications
- A complete proof of universal inequalities for the distribution function of the binomial law
- Title not available (Why is that?)
- Title not available (Why is that?)
- Compound Poisson approximation for the distribution of extremes
- An Introduction to the Theory of Point Processes
- Entropy and the Law of Small Numbers
- Prescribing a System of Random Variables by Conditional Distributions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Poisson approximation for dependent trials
- Some Elementary Results on Poisson Approximation in a Sequence of Bernoulli Trials
- Poisson approximations for sequences of random variables
- On Stein's factors for Poisson approximation in Wasserstein distance
- Approximation of Binomial Distributions by Infinitely Divisible Ones
- Compound Poisson and signed compound Poisson approximations to the Markov binomial law
- Title not available (Why is that?)
- Extreme Values in Uniformly Mixing Stationary Stochastic Processes
- Title not available (Why is that?)
- On using the first difference in the Stein-Chen method
- Kerstan's method for compound Poisson approximation.
- Compound Poisson approximation in total variation
- A Poisson approximation for sequence comparisons with insertions and deletions
- Poisson approximation for some statistics based on exchangeable trials
- Title not available (Why is that?)
- Poisson approximation for the non-overlapping appearances of several words in Markov chains
- The Erdős-Rényi law in distribution, for coin tossing and sequence matching
- Precision of approximation of the generalized binomial distribution by convolutions of Poisson measures
- Poisson approximations of multinomial distributions and point processes
- On a relationship between Uspensky's theorem and Poisson approximations
- Total variation asymptotics for sums of independent integer random variables
- Approximation of a sample by a Poisson point process
- Approximation der Verteilungen von Summen unabhängiger nichtnegativer ganzzahliger Zufallsgrößen durch Poissonsche Verteilungen
- Sharp constants in the Poisson approximation
- Approximation of sums of conditionally independent variables by the translated Poisson distribution
- Title not available (Why is that?)
- On the rate of Poisson process approximation to a Bernoulli process
- Some Poisson approximations using compensators
- A new semigroup technique in Poisson approximation
- Stein's method for compound Poisson approximation: The local approach
- A Charlier-Parseval approach to Poisson approximation and its applications
- Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation
- A note on the approximation of the uniform empirical process
- Poisson approximation for random sums of Bernoulli random variables
- A general Poisson approximation theorem
- Verallgemeinerung eines Satzes von Prochorow und Le Cam
- A unification of some approaches to Poisson approximation
- Title not available (Why is that?)
- Asymptotic expansions in the Poisson limit theorem
- Signed Poisson approximation: A possible alternative to normal and Poisson laws
- Title not available (Why is that?)
- Refinement of Poisson Approximation
- A note on the upper bound for the distance in total variation between the binomal and the Poisson distribution
- Variationsabstand zwischen der Verteilung einer Summe unabhängiger nichtnegativer ganzzahliger Zufallsgrößen und Poissonschen Verteilungen
- Upper bounds for the distance in total variation between the binomial or negative binomial and the Poisson distribution
- On the Convergence Rate in Kolmogorov’s Uniform Limit Theorem. I
- A Note on Dobrushin's Theorem and Couplings in Poisson Approximation in Abelian Groups
- Poisson approximation for expectations of unbounded functions of independent random variables
- Title not available (Why is that?)
- Title not available (Why is that?)
- On convergence in variation of the distributions of multivariate point processes
- Title not available (Why is that?)
- Asymptotic Behavior of the Multinomial Dstribution
- Centered Poisson approximation via Stein's method
- On the Accuracy of Approximation of Distributions of Sums of Independent Random Variables—Which are Nonzero with a Small Probability—By Means of Accompanying Laws
- Approximation for expectations of unbounded functions of dependent integer-valued random variables
- Improvements in the Poisson approximation of mixed Poisson distributions
- More on the Waiting Time Till Each of Some Given Patterns Occurs as a Run
- Limiting behavior of a process of runs
- Title not available (Why is that?)
- Poisson approximation of the partial sum process in Banach spaces
- On the Approximation of Polynomial Distributions by Infinitely Divisible Laws
- Some notes on poisson limits for empirical point processes
- Compound Poisson approximations for sums of discrete nonlattice variables
- Estimates for the Convergence Rate to the Poisson Distribution for Random Sums of Independent Indicators
- Rate of Convergence to Poisson Law in Terms of Information Divergence
- Title not available (Why is that?)
- Sur les fonctions indépendantes II
Cited In (25)
- Poisson deleting derivations algorithm and Poisson spectrum
- Topics in Poisson approximation
- On the rate of Poisson approximation to Bernoulli partial sum processes
- Title not available (Why is that?)
- Poisson integrators
- Compound Poisson approximation
- Poisson capacities
- Poisson thickening
- Criteria for Poisson process convergence with applications to inhomogeneous Poisson-Voronoi tessellations
- Refinement of Poisson Approximation
- On Poisson approximation
- Boltzmann distribution on ``short integer partitions with power parts: limit laws and sampling
- Poisson matching
- Poisson approximation. Addendum
- Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics
- Monotonicity properties of the Poisson approximation to the binomial distribution
- Poisson approximation with applications to stochastic geometry
- Poisson approximation in terms of the Gini-Kantorovich distance
- Compound Poisson approximations in \(\ell_p\)-norm for sums of weakly dependent vectors
- On the \(T\)-test
- Poisson perturbations
- On the accuracy of approximation of the binomial distribution by the Poisson law
- The Poisson binomial distribution -- old \& new
- Approximation durch Poissonsche Prozesse
- Extremal Probability Bounds in Combinatorial Optimization
This page was built for publication: Poisson approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2323908)
