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Volumn , Issue , 2000, Pages 63-86

Compound poisson approximation for sums of dependent random variables

Author keywords

Compound Poisson approximation; Kolmogorov distance; Moving sums; Rate of convergence; Success runs in a Markov chain; Sums of dependent variables

Indexed keywords


EID: 0008676446     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Chapter
Times cited : (8)

References (18)
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  • 2
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  • 3
    • 0000549988 scopus 로고
    • Compound Poisson approximation for nonnegative random variables via Stein’s method
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    • (1992) The Annals of Probability , vol.20 , pp. 1843-1866
    • Barbour, A.D.1    Chen, L.H.Y.2    Loh, W.L.3
  • 5
    • 0000150105 scopus 로고    scopus 로고
    • Solving the Stein equation in compound Poisson approximation
    • Barbour, A. D. and Utev, S. (1998). Solving the Stein equation in compound Poisson approximation. Advances in Applied Probability30, 449-475.
    • (1998) Advances in Applied Probability , vol.30 , pp. 449-475
    • Barbour, A.D.1    Utev, S.2
  • 9
    • 0001067389 scopus 로고
    • Poisson approximation for dependent trials
    • Chen, L., IL, Y. (1975). Poisson approximation for dependent trials. The Annals of Probability3, 534-545.
    • (1975) The Annals of Probability , vol.3 , pp. 534-545
    • Chen, L.1    Il, Y.2
  • 11
    • 0033244644 scopus 로고    scopus 로고
    • Compound Poisson approximations for Markov chains using Steins method
    • Erhardsson, T. (1999). Compound Poisson approximations for Markov chains using Steins method. Annals of Probability27, 565-595.
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    • Erhardsson, T.1
  • 13
    • 0000816829 scopus 로고
    • Stein’s method for compound Poisson approximation: The local approach
    • Roos, M. (1994). Stein’s method for compound Poisson approximation: the local approach. The Annals of Applied Probability 4, 1177-1187.
    • (1994) The Annals of Applied Probability , vol.4 , pp. 1177-1187
    • Roos, M.1
  • 14
    • 0032222171 scopus 로고    scopus 로고
    • On the distribution of tail array sums for strongly mixing stationary sequences
    • Rootzen, H., Leadbctter, M. R., and De Haan, L. (1998). On the distribution of tail array sums for strongly mixing stationary sequences. Annals of Applied Probability8, 868-885.
    • (1998) Annals of Applied Probability , vol.8 , pp. 868-885
    • Rootzen, H.1    Leadbctter, M.R.2    De Haan, L.3
  • 15
    • 0001411184 scopus 로고
    • Some elementary results on Poisson approximations in a sequence of Bernoulli trials
    • Serfling, R. J. (1978). Some elementary results on Poisson approximations in a sequence of Bernoulli trials. SIAM Review20, 567-579.
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    • Serfling, R.J.1
  • 16
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    • On compound Poisson approximatipn for sums of random variables
    • Vcllaisamy, P. and Chaudhuri, B. (1999). On compound Poisson approximatipn for sums of random variables. Statistics & Probability Letters41, 179-189.
    • (1999) Statistics & Probability Letters , vol.41 , pp. 179-189
    • Vcllaisamy, P.1    Chaudhuri, B.2
  • 17
    • 0002542102 scopus 로고
    • From Poisson to compound Poisson approximations
    • Wang, Y. H. (1989). From Poisson to compound Poisson approximations. The Mathematical Scientist14, 38-49.
    • (1989) The Mathematical Scientist , vol.14 , pp. 38-49
    • Wang, Y.H.1
  • 18
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    • On using the first difference in the Stein-Chen method
    • Xia, A. (1997). On using the first difference in the Stein-Chen method. The Annals of Applied Probability 4, 899-916.
    • (1997) The Annals of Applied Probability , vol.4 , pp. 899-916
    • Xia, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.