منابع مشابه
Compound Poisson process approximation
Compound Poisson processes are often useful as approximate models, when describing the occurrence of rare events. In this paper, we develop a method for showing how close such approximations are. Our approach is to use Stein's method directly, rather than by way of declumping and a marked Poisson process; this has conceptual advantages, but entails technical difficulties. Several applications a...
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i=1 pi ≤ max 1≤i≤n pi, (6.1) where λ := EW = ∑n i=1 pi. Clearly, if the pi’s are not all small, there may be little content in (6.1). This is to be expected, since then EW = λ and VarW = λ − ∑n i=1 p 2 i need no longer be close to one another, whereas Poisson distributions have equal mean and variance. This makes it more natural to try to find a family of distributions for the approximation wit...
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Let X be a Poisson point process and K ⊂ R d a measurable set. Construct the Voronoi cells of all points x ∈ X with respect to X, and denote by vX (K) the union of all Voronoi cells with nucleus in K. For K a compact convex set the expectation of the volume difference V (vX (K)) − V (K) and the symmetric difference V (vX (K)△K) is computed. Precise estimates for the variance of both quantities ...
متن کاملCoupling and Poisson Approximation
We give an overview of the Stein{Chen method for establishing Poisson approximations of various random variables. Couplings of certain variables are used to gives explicit bounds for the total variation distance between the distribution of a random variable and a Poisson variable. Some applications are given. In some cases, explicit couplings may be used to obtain good estimates; in other appli...
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We give several examples for Poisson approximation of quantities of interest in the analysis of algorithms: the distribution of node depth in a binary search tree, the distribution of the number of losers in an election algorithm and the discounted profile of a binary search tree. A simple and well-known upper bound for the total variation distance between the distribution of a sum of independe...
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ژورنال
عنوان ژورنال: Probability Surveys
سال: 2019
ISSN: 1549-5787
DOI: 10.1214/18-ps318