Stein's method for geometric approximation

DOI10.2307/3215352MaRDI QIDQ4716096zbMATH OpenOpenAlexFDO

Authors Erol A. Peköz

Publication date 19 November 1996

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

Full work available at URL https://semanticscholar.org/paper/ff6d162766986317c70716837b6786cd05769fe3

zbMATH Keywords

geometric approximationhitting timespatterns in coin tossingPoisson approximationStein's method

Mathematics Subject Classification ID

Combinatorial probability (60C05) Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(25)

• Non-uniform bounds for geometric approximation
• Characterizations of non-normalized discrete probability distributions and their application in statistics
• New rates for exponential approximation and the theorems of Rényi and Yaglom
• Characterizations of GIG laws: a survey
• A geometrical explanation of Stein shrinkage
• Zero bias enhanced Stein couplings
• Power laws in preferential attachment graphs and Stein's method for the negative binomial distribution
• Stein's method and stochastic orderings
• Non Uniform Bounds on Geometric Approximation Via Stein's Method and w-Functions
• Convergence rate of random geometric sum distributions to the Laplace law
• A three-parameter binomial approximation
• Matrix models, Toeplitz determinants and recurrence times for powers of random unitary matrices
• Stein's method for compound geometric approximation
• Fundamentals of Stein's method
• New error bounds for Laplace approximationviaStein’s method
• A non uniform bound on geometric approximation with \(w\)-functions
• The prelimit generator comparison approach of Stein's method
• Stein's method for the beta distribution and the Pólya-Eggenberger urn
• A Compound Poisson Approximation Inequality
• Rates on Yaglom's limit for Galton-Watson processes in a varying environment
• Stein's method for distributions modelling competing and complementary risk problems
• On approximation of sums of locally dependent random variables via perturbations of Stein operator
• On geometric-type approximations with applications
• Relative error of scaled Poisson approximation for tail distributions via Stein's method
• Stein's method for discrete Gibbs measures

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