Relaxation of monotone coupling conditions: Poisson approximation and beyond

DOI10.1017/JPR.2018.48MaRDI QIDQ4555288zbMATH OpenOpenAlexWikidataFDO

Authors Fraser Daly, Oliver Johnson

Publication date 19 November 2018

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.04064

zbMATH Keywords

(negative) associationmonotone couplingnormal approximationPoincaré inequalityPoisson approximationsize biasingstochastic ordering

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17)

Abstract: It is well-known that assumptions of monotonicity in size-bias couplings may be used to prove simple, yet powerful, Poisson approximation results. Here we show how these assumptions may be relaxed, establishing explicit Poisson approximation bounds (depending on the first two moments only) for random variables which satisfy an approximate version of these monotonicity conditions. These are shown to be effective for models where an underlying random variable of interest is contaminated with noise. We also give explicit Poisson approximation bounds for sums of associated or negatively associated random variables. Applications are given to epidemic models, extremes, and random sampling. Finally, we also show how similar techniques may be used to relax the assumptions needed in a Poincar'e inequality and in a normal approximation result.

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Cited in

(3)

• Asymptotics of multivariate contingency tables with fixed marginals
• Poisson approximation with applications to stochastic geometry
• Concentration inequalities from monotone couplings for graphs, walks, trees and branching processes

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