Approximating dependent rare events
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Publication:373526
DOI10.3150/12-BEJSP18zbMATH Open1284.60110arXiv1306.4158OpenAlexW2078933495MaRDI QIDQ373526FDOQ373526
Authors: Louis H. Y. Chen, Adrian Röllin 
Publication date: 17 October 2013
Published in: Bernoulli (Search for Journal in Brave)
Abstract: In this paper we give a historical account of the development of Poisson approximation using Stein's method and present some of the main results. We give two recent applications, one on maximal arithmetic progressions and the other on bootstrap percolation. We also discuss generalisations to compound Poisson approximation, Poisson process approximation and multivariate Poisson approximation, and state a few open problems.
Full work available at URL: https://arxiv.org/abs/1306.4158
Recommendations
Stein's methodBernoulli random variablesPoisson approximationrare eventsmonotone couplingbootstrap percolationcompound Poisson approximationlocal dependencemaximal arithmetic progressionsmultivariate Poisson approximationPoisson process approximationsize-bias coupling
Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Stochastic processes (60G99)
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Cited In (12)
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