A Charlier-Parseval approach to Poisson approximation and its applications

DOI10.1007/S10986-010-9073-5zbMATH Open1209.60019arXiv0810.4756OpenAlexW2155015061MaRDI QIDQ619355FDOQ619355

Authors: Vytas Zacharovas, Hsien-Kuei Hwang 

Publication date: 24 January 2011

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

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.

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

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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)

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Cited In (13)

• Distribution of the sum-of-digits function of random integers: a survey
• Compound Poisson approximation
• Poisson approximation in \(\chi^2\) distance by the Stein-Chen approach
• The Estimate of $\chi^2$-Distance between Binomial and Generalized Binomial Distributions
• On Charlier polynomials in testing poissonity
• Poisson approximation
• A Poisson-Charlier approximation for nonstationary queues
• Compound Poisson approximations in \(\ell_p\)-norm for sums of weakly dependent vectors
• Some results on approximation for distributions of random sums by Poisson distribution
• Explicit upper bounds for the Stirling numbers of the first kind
• On the accuracy of approximation of the binomial distribution by the Poisson law
• 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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