A Compound Poisson Approximation Inequality

DOI10.1239/JAP/1143936260MaRDI QIDQ5489007zbMATH OpenOpenAlexFDO

Authors Erol A. Peköz

Publication date 25 September 2006

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

Full work available at URL https://projecteuclid.org/euclid.jap/1143936260

zbMATH Keywords

stochastic inequalitydependent eventspattern in coin tossing

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• scientific article; zbMATH DE number 1576829 (Why is no real title available?)
• scientific article; zbMATH DE number 52632 (Why is no real title available?)
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• A simple derivation of exact reliability formulas for linear and circular consecutive-k-of-n: F systems
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• An optimal bound on the tail distribution of the number of recurrences of an event in product spaces
• COMPOUND RANDOM VARIABLES
• Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains.
• Compound Poisson approximation: A user's guide
• Compound Poisson approximations for word patterns under Markovian hypotheses
• Compound Poisson process approximation.
• Poisson approximation for the non-overlapping appearances of several words in Markov chains
• Probability approximations via the Poisson clumping heuristic
• Stein's method for geometric approximation
• Two moments suffice for Poisson approximations: The Chen-Stein method

Cited in

(2)

• Error bounds for the compound Poisson approximation
• scientific article; zbMATH DE number 4211175 (Why is no real title available?)

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