Total Variation Distance for Poisson Subset Numbers

نویسندگان

  • Larry Goldstein
  • Gesine Reinert
چکیده

Let n be an integer and A0, . . . , Ak random subsets of {1, . . . , n} of fixed sizes a0, . . . , ak, respectively chosen independently and uniformly. We provide an explicit and easily computable total variation bound between the distance from the random variable W = | ∩j=0 A j|, the size of the intersection of the random sets, to a Poisson random variable Z with intensity λ = EW . In particular, the bound tends to zero when λ converges and a j → ∞ for all j = 0, . . . , k, showing that W has an asymptotic Poisson distribution in this regime.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Total Variation Asymptotics for Sums of Independent Integer Random Variables

Let $W_n := \sum_{j=1}^n Z_j$ be a sum of independent integer-valued random variables. In this paper, we derive an asymptotic expansion for the probability $\mathbb{P}[W_n \in A]$ of an arbitrary subset $A \in \mathbb{Z}$. Our approximation improves upon the classical expansions by including an explicit, uniform error estimate, involving only easily computable properties of the distributions of...

متن کامل

Two Moments Suffice for Poisson Approximations: the Chen-stein Method

Convergence to the Poisson distribution, for the number of occurrences of dependent events, can often be established by computing only first and second moments, but not higher ones. This remarkable result is due to Chen (1975). The method also provides an upper bound on the total variation distance to the Poisson distribution, and succeeds in cases where third and higher moments blow up. This p...

متن کامل

Total variation asymptotics for sums of independent integer random variables

Let Wn := ∑n j=1 Zj be a sum of independent integer valued random variables. In this paper, we derive an asymptotic expansion for the probability IP[Wn ∈ A] of an arbitrary subset A ∈ Z+. Our approximation improves upon the classical expansions by including an explicit, uniform error estimate, involving only easily computable properties of the distributions of the Zj : an appropriate number of ...

متن کامل

IRWIN AND JOAN JACOBS CENTER FOR COMMUNICATION AND INFORMATION TECHNOLOGIES An Information-Theoretic Perspective of the Poisson Approximation via the Chen- Stein Method

The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random variable with the same mean are derived via the Chen-Stein method. The second part of this work derives new lower bounds on the total variat...

متن کامل

An Information-Theoretic Perspective of the Poisson Approximation via the Chen-Stein Method

The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random variable with the same mean are derived via the Chen-Stein method. The second part of this work derives new lower bounds on the total variat...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2005