New rates for exponential approximation and the theorems of Rényi and Yaglom

DOI10.1214/10-AOP559zbMath1213.60049arXiv0907.2009OpenAlexW3100098199MaRDI QIDQ2431519

Publication date: 15 April 2011

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.2009

zbMATH Keywords

first passage times Stein's method exponential approximation geometric convolution critical Galton-Watson branching process equilibrium and size-biased distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (47)

Sharp bounds for exponential approximations of NWUE distributions ⋮ Parametric Stein operators and variance bounds ⋮ Geometric sums, size biasing and zero biasing ⋮ Sharp bounds for exponential approximations under a hazard rate upper bound ⋮ Rubber elasticity of polymer networks in explicitly non-Gaussian states. Statistical mechanics and LF-NMR inquiry in hydrogel systems ⋮ Binomial approximation for sum of indicators with dependent neighborhoods ⋮ Products of normal, beta and gamma random variables: Stein operators and distributional theory ⋮ Concentration inequalities from monotone couplings for graphs, walks, trees and branching processes ⋮ The Prelimit Generator Comparison Approach of Stein’s Method ⋮ Approximating dependent rare events ⋮ A Stein characterisation of the generalized hyperbolic distribution ⋮ Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances ⋮ Exponential and Laplace approximation for occupation statistics of branching random walk ⋮ On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold ⋮ Minimum L^q‐distance estimators for non‐normalized parametric models ⋮ Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings ⋮ Bounds for the chi-square approximation of Friedman's statistic by Stein's method ⋮ Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications ⋮ Wasserstein-\(p\) bounds in the central limit theorem under local dependence ⋮ Particle density in diffusion-limited annihilating systems ⋮ Fundamentals of Stein's method ⋮ Unnamed Item ⋮ Degree asymptotics with rates for preferential attachment random graphs ⋮ Total variation error bounds for geometric approximation ⋮ Unnamed Item ⋮ Stein's method and approximating the quantum harmonic oscillator ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Stein operators for variables form the third and fourth Wiener chaoses ⋮ A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums ⋮ A non uniform bound for half-normal approximation of the number of returns to the origin of symmetric simple random walk ⋮ Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn ⋮ The Gamma Stein equation and noncentral de Jong theorems ⋮ Distributional transformations without orthogonality relations ⋮ Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model ⋮ On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables ⋮ Generalized gamma approximation with rates for urns, walks and trees ⋮ Bounds for an integral of the modified Bessel function of the first kind and expressions involving it ⋮ Stein's method for the single server queue in heavy traffic ⋮ Fixed point characterizations of continuous univariate probability distributions and their applications ⋮ Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I ⋮ Convergence Rate of Random Geometric Sum Distributions to the Laplace Law ⋮ Weights of uniform spanning forests on nonunimodular transitive graphs ⋮ Dickman approximation in simulation, summations and perpetuities ⋮ On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables ⋮ Power Laws in Preferential Attachment Graphs and Stein's Method for the Negative Binomial Distribution ⋮ New error bounds for Laplace approximationviaStein’s method

Cites Work

This page was built for publication: New rates for exponential approximation and the theorems of Rényi and Yaglom