We give an intrinsic proof that Vorobjev’s first approximation of a Poisson manifold near a symplectic leaf is a Poisson manifold. We also show that Conn’s linearization results cannot be extended in Vorobjev’s setting

The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the posterior distribution arising from the Poisson model with a Gaussian prior. This is achieved by seeking an optimal Gaussian distribution minimizing the Kullback...

Compound Poisson approximation is a useful tool in a variety of applications, including insurance mathematics, reliability theory, and molecular sequence analysis. In this paper, we review the ways in which Stein's method can currently be used to derive bounds on the error in such approximations. The theoretical basis for the construction of error bounds is systematically discussed, and a numbe...

It is shown that the method of exchangeable pairs introduced by Stein (1986) for normal approximation can effectively be used for translated Poisson approximation. Introducing an additional smoothness condition, one can obtain approximation results in total variation and also in a local limit metric. The result is applied in particular to the anti-voter model on finite graphs as analysed by Rin...

In 1948, W. Hoeffding introduced a large class of unbiased estimators called U -statistics, defined as the average value of a real-valued k-variate function h calculated at all possible sets of k points from a random sample. In the present paper we investigate the corresponding extreme value analogue, which we shall call U -max-statistics. We are concerned with the behavior of the largest value...

In this paper we refine a Poisson limit theorem of Gnedenko and Kolmogorov (1954): we determine the error order of a Poisson approximation for sums of asymptotically negligible integer-valued random variables that converge in distribution to the Poisson law. As an application of our results, we investigate the case of the coupon collector’s problem when the distribution of the collector’s waiti...

The well-known “Janson’s inequality” gives Poisson-like upper bounds for the lower tail probability P(X 6 (1 − ε)EX) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations, this inequality is optimal whenever X is approximately Poisson, i.e., when the dependencies are weak. We also present correlation-based approaches that, in certain sym...

The Chen-Stein method of Poisson approximation is a powerful tool for computing an error bound when approximating probabilities using the Poisson distribution. In many cases, this bound may be given in terms of first and second moments alone. We present a background of the method and state some fundamental Poisson approximation theorems. The body of this paper is an illustration, through varied...

A Poisson equation in d for the elliptic operator corresponding to an ergodic diffusion process is considered. Existence and uniqueness of its solution in Sobolev classes of functions is established along with the bounds for its growth. This result is used to study a diffusion approximation for two-scaled diffusion processes using the method of corrector; the solution of a Poisson equation serv...