Consider the sequences fX i g m i=1 and fY i g n j=1 of independent random variables , which take values in a nite alphabet, and assume that the variables X 1 ; X 2 ; : : : and Y 1 ; Y 2 ; : : : follow the distributions and , respectively. Two variables X i and Y j are said to match if X i = Y j. Let the number of matching subsequences of length k between the two sequences, when r, 0 r < k, mis...

It is shown that the method of exchangeable pairs introduced by Stein [Approximate Computation of Expectations (1986) IMS, Hayward, CA] 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...

In this paper, we develop a new approximation for nonstationary multiserver queues with abandonment. Our method uses the Poisson–Charlier polynomials, which are a discrete orthogonal polynomial sequence that is orthogonal with respect to the Poisson distribution. We show that by appealing to the Poisson–Charlier polynomials that we can estimate the mean, variance, and probability of delay of ou...

The paper is concerned with approximating the distribution of a sum W of integer valued random variables Yi, 1 ≤ i ≤ n, whose distributions depend on the state of an underlying Markov chain X. The approximation is in terms of a translated Poisson distribution, with mean and variance chosen to be close to those of W , and the error is measured with respect to the total variation norm. Error boun...

The paper is concerned with the accuracy in total variation of the approximation of the distribution of a sum of independent Bernoulli distributed random d–vectors by the product distribution with Poisson marginals which has the same mean. The best results, obtained using generating function methods, are those of Roos (1998, 1999). Stein’s method has so far yielded somewhat weaker bounds. We de...

Consider n players whose ‘‘scores’’ are independent and identically distributed values fXigi 1⁄4 1 from some discrete distribution F. We pay special attention to the cases where (i) F is geometric with parameter p-0 and (ii) F is uniform on f1;2; . . . ;Ng; the latter case clearly corresponds to the classical occupancy problem. The quantities of interest to us are, first, the U-statistic W whic...

We construct and analyze a numerical scheme for the two-dimensional Vlasov-Poisson system based on a backward-Euler (BE) approximation in time combined with a mixed finite element method for a discretization of the Poisson equation in the spatial domain and a discontinuous Galerkin (DG) finite element approximation in the phase-space variables for the Vlasov equation. We prove the stability est...

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...

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...

In this paper useful physical objects called moments of the inverse scattering operator (MISO) of the Boltzmann equation (BE) are studied. The existence and uniqueness of the MISO is proven and a simple, generally valid, iterative scheme to actually compute those objects is given. The applications of the MISO extend from the computation of the solution for the space-homogeneous BE for small ele...