Stein's method for compound Poisson approximation: The local approach
The author considers compound Poisson approximation by Stein's method. Exploiting existence of a natural dependence structure which is appropriate for example in stationary \(m\)-mixing [\textit{M. R. Leadbetter}, \textit{G. Lindgren} and \textit{H. Rootzén}, Extremes and related properties of random sequences and processes (1983; Zbl 0518.60021)] or local dependence [\textit{A. D. Barbour}, \textit{L. H. Y. Chen} and \textit{W.-L. Loh}, Ann. Probab. 20, No. 4, 1843-1866 (1992; Zbl 0765.60015)], the author gives a bound on the total variation distance between sums of dependent 0-1 valued random variables and the Poisson distribution. An analogue of this result for compound Poisson approximation is given and later it is applied to a reliability problem involving the number of isolated vertices in the rectangular lattice on the torus.
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- Approximations for a conditional two-dimensional scan statistic.
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- Compound Poisson approximation for unbounded functions on a group, with application to large deviations
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- Stein's method for conditional compound Poisson approximation
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- Solving the Stein Equation in compound poisson approximation
- On the asymptotics of locally dependent point processes
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- A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
- Compound Poisson Approximation for Dissociated Random Variables via Stein's Method
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- COMPOUND POISSON APPROXIMATION OF THE NUMBER DISTRIBUTION FOR MONOTONE STRINGS OF FIXED LENGTH IN A RANDOM SEQUENCE
- Compound Poisson approximation of subgraph counts in stochastic block models with multiple edges
- Poisson process approximation: from Palm theory to Stein's method
- The compound Poisson distribution of the number of matches of values of a discrete function of s-tuples in segments of a sequence of random variables
- On the asymptotic distribution of the discrete scan statistic
- Number of visits in arbitrary sets for -mixing dynamics
- On exceedances of high levels
- Stein's method and characteristic functions
- Compound Poisson approximation with association or negative association via Stein's method
- Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality
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