On using the first difference in the Stein-Chen method
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Publication:1379711
DOI10.1214/aoap/1043862417zbMath0903.60012OpenAlexW2037082486MaRDI QIDQ1379711
Publication date: 5 January 1999
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1043862417
Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (11)
A bound for the distribution of the sum of discrete associated or negatively associated random variables. ⋮ Stein's method, Palm theory and Poisson process approximation. ⋮ Approximating dependent rare events ⋮ A Charlier-Parseval approach to Poisson approximation and its applications ⋮ On the asymptotics of locally dependent point processes ⋮ On the accuracy of multivariate compound Poisson approximation. ⋮ A new metric between distributions of point processes ⋮ On exceedances of high levels ⋮ Sharp constants in the Poisson approximation ⋮ On the accuracy of Poisson approximation ⋮ Poisson approximation
Cites Work
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- Poisson approximation for point processes via monotone couplings
- On the rate of Poisson convergence
- The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
- Point processes in time and stein's method
- On the rate of Poisson process approximation to a Bernoulli process
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