Poisson approximation
DOI10.1214/18-PS318zbMath1422.60028arXiv1901.01847OpenAlexW4246882069MaRDI QIDQ2323908
Publication date: 13 September 2019
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.01847
asymptotic expansionsPoisson approximationcompound Poisson approximationtotal variation distancePoisson process approximationaccuracy of approximationlong head runslong match patterns
Processes with independent increments; Lévy processes (60G51) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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