A Charlier-Parseval approach to Poisson approximation and its applications

DOI10.1007/S10986-010-9073-5MaRDI QIDQ619355zbMATH OpenOpenAlexFDO

Authors Vytas Zacharovas, Hsien-Kuei Hwang

Publication date 24 January 2011

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0810.4756

zbMATH Keywords

Kullback-Leibler distanceWasserstein distanceKolmogorov distancePoisson approximationTauberian theoremsCharlier polynomialsParseval identity\(\chi^2\)-distancepoint metrictotal-variation distance

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

Abstract: A new approach to Poisson approximation is proposed. The basic idea is very simple and based on properties of the Charlier polynomials and the Parseval identity. Such an approach quickly leads to new effective bounds for several Poisson approximation problems. A selected survey on diverse Poisson approximation results is also given.

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Cited in

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• Distribution of the sum-of-digits function of random integers: a survey
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• Poisson Approximations for Sum of Bernoulli Random Variables and its Application to Ewens Sampling Formula
• Nonuniform bounds in the Poisson approximation with applications to informational distances. II

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