Moderate Deviations in Poisson Approximation: a First Attempt

نویسندگان

  • Louis H. Y. Chen
  • Xiao Fang
  • Qi-Man Shao
  • QI-MAN SHAO
چکیده

Poisson approximation using Stein’s method has been extensively studied in the literature. The main focus has been on bounding the total variation distance. This paper is a first attempt on moderate deviations in Poisson approximation for right-tail probabilities of sums of dependent indicators. We obtain results under certain general conditions for local dependence as well as for size-bias coupling. These results are then applied to independent indicators, 2-runs, and the matching problem.

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تاریخ انتشار 2013