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Poisson Approximation
1993
Journal of the American Statistical Association
We give several examples for Poisson approximation of quantities of interest in the analysis of algorithms: the distribution of node depth in a binary search tree, the distribution of the number of losers ...
A simple and well-known upper bound for the total variation distance between the distribution of a sum of independent Bernoulli variables and the Poisson distribution with the same mean turns out to be ...
normal density function may be a hint to Poisson approximation (as we pointed out in Section 2, normal approximation can be a corollary to Poisson approximation). ...
doi:10.2307/2290818
fatcat:pb7cdmra7fcnzftqribkh2zxce
Poisson approximation
2019
Probability Surveys
The accuracy of shifted Poisson approximation can be sharper than that of pure Poisson approximation. ...
Check if the correct rate of convergence in
Compound Poisson approximation The topic of compound Poisson (CP) approximation is vast. ...
in [41] ), the total variation distance between { n i=1 1{Y n,i < t}, t ∈ [0; T ]} and the approximating Poisson process coincides with d T V (B(n, p); Π(np)), where p = P(Y n,1 ≤ T ). ...
doi:10.1214/18-ps318
fatcat:3de4c4lcubbwhkvtmtnahwtepi
Poisson approximation
[article]
2019
arXiv
pre-print
We overview results on the topic of Poisson approximation that are missed in existing surveys. ...
The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well. ...
Poisson approximation ...
arXiv:1901.01847v2
fatcat:udjmeya4gzhtdi6r2lolcxwste
Poisson–Voronoi approximation
2009
The Annals of Applied Probability
Precise estimates for the variance of both quantities are obtained which follow from a new jackknife inequality for the variance of functionals of a Poisson point process. ...
Let X be a Poisson point process and K⊂R^d a measurable set. Construct the Voronoi cells of all points x∈ X with respect to X, and denote by v_X(K) the union of all Voronoi cells with nucleus in K. ...
POISSON-VORONOI APPROXIMATION 9 For X i (RB d ) ≥ 2 we use (A2) with D = X i , the estimate ∞ n=2 µ n n! ...
doi:10.1214/08-aap561
fatcat:sqexle5nn5abzn26ntcztzan2i
Poisson approximation. Addendum
2021
Probability Surveys
An important feature of a Poisson limit theorem in [4] is the absence of the traditional assumption (A.2). ...
The purpose of this addendum is to explain why assumption (A.2) is not required, and compare the assumptions of the Poisson limit theorem in [4] with traditional ones. ...
We denote by π λ a Poisson Π(λ) random variable. A Poisson limit theorem states that as n →∞, S n ⇒ π λ (∃λ>0). ...
doi:10.1214/21-ps2
fatcat:vqj2w6slrrbdvnefompbmlvkhe
Topics in poisson approximation
[chapter]
2001
Handbook of Statistics
Conditional Poisson process approximation
[article]
2015
arXiv
pre-print
The basic starting point for point processes is usually the Poisson process. Over the years, Stein's method has been developed with a great deal of success for Poisson point process approximation. ...
In this paper, we develop Stein's method for conditional Poisson point process approximation, and closely examine what sort of difficulties that this conditioning entails. ...
We seek to approximate a conditional Bernoulli process Ξ (1) with a conditional Poisson process Pn (1) (λ), conditioning upon at least 1 atom. ...
arXiv:1511.03251v1
fatcat:vnlxjunt6jccxg36cnous5gq64
Compound Poisson process approximation
2002
The Annals of Probability
Compound Poisson processes are often useful as approximate models, when describing the occurrence of rare events. In this paper, we develop a method for showing how close such approximations are. ...
Our approach is to use Stein's method directly, rather than by way of declumping and a marked Poisson process; this has conceptual advantages, but entails technical difficulties. ...
However, a compound Poisson process approximation contains much more information. ...
doi:10.1214/aop/1029867135
fatcat:igzs6e3wrbdezgu7qjv3poyfxm
The Poisson Approximation to the Poisson Binomial Distribution
1960
The Annals of Mathematical Statistics
THE POISSON APPROXIMATION TO THE POISSON BINOMIAL DISTRIBUTION'
By J. L. Hopegs, Jr. anp Lucien Le Cam University of California, Berkeley
1. Introduction. ...
It has been observed empirically that in many situations the number S of events of a specified kind has approximately a Poisson dis- tribution. ...
doi:10.1214/aoms/1177705799
fatcat:dbh6jogydrgzpp3a6kuubbfiwq
Poisson and Compound Poisson Approximations in a Nonconventional Setup
[article]
2012
arXiv
pre-print
We show that for all ψ-mixing shifts distributions of the numbers of multiple recurrencies to shrinking cylindrical neighborhoods of all points are close either to Poisson or to compound Poisson distributions ...
In Sections 4 and 5 our Poisson and compound Poisson approximations results will be proved. ...
In the "conventional" case ℓ = 1 Poisson approximation estimates were obtained in [4] and [5] while compound Poisson approximation estimates for periodic sequences were derived in [15] but even in ...
arXiv:1211.5238v2
fatcat:kdxmlv4klzedho66tet3w7ofja
Exchangeable pairs and Poisson approximation
2005
Probability Surveys
This is a survey paper on Poisson approximation using Stein's method of exchangeable pairs. ...
We illustrate using Poisson-binomial trials and many variations on three classical problems of combinatorial probability: the matching problem, the coupon collector's problem, and the birthday problem. ...
Sections 7 and 8 give multivariate and Poisson process approximations. The Poisson heuristic and the Chen-Stein approach to Poisson approximation have been actively developed since 1970. ...
doi:10.1214/154957805100000096
fatcat:yimcnjr5d5ax7pqzukkryhrtce
Poisson approximations for telecommunications networks
1994
The Journal of the Australian Mathematical Society Series B Applied Mathematics
We explain how this can be used to delimit circumstances under which traffic is approximately Poissonian. ...
The first of these allows one to identify Poisson traffic via the notion of "deterministic past-conditional arrival rate". ...
Poisson approximations in teletraffic networks Apart from those which emanate from outside, traffic processes in telecommunications networks are rarely Poisson. ...
doi:10.1017/s0334270000010298
fatcat:njt2nhivqbdl5gpc5ohlsynn3e
Poisson approximations for telecommunications networks
1991
The Journal of the Australian Mathematical Society Series B Applied Mathematics
We explain how this can be used to delimit circumstances under which traffic is approximately Poissonian. ...
The first of these allows one to identify Poisson traffic via the notion of "deterministic past-conditional arrival rate". ...
Poisson approximations in teletraffic networks Apart from those which emanate from outside, traffic processes in telecommunications networks are rarely Poisson. ...
doi:10.1017/s0334270000006913
fatcat:mswa2uub2relznn75gq63azj6i
A Compound Poisson Approximation Inequality
2006
Journal of Applied Probability
We give conditions under which the number of events which occur in a sequence of m-dependent events is stochastically smaller than a suitably defined compound Poisson random variable. ...
The study of approximations for this classical problem goes back at least to von Mises (1921) , and is often used to test the effectiveness of Poisson or compound Poisson approximations; see, for example ...
To get the stochastic inequality we must have P(S > 0) ≤ P(C > 0), and so computing the Poisson parameter for the approximating compound Poisson distribution may be complicated in practice. ...
doi:10.1239/jap/1143936260
fatcat:oclw4jfmcfhnrnheu2nrrbzukm
POISSON APPROXIMATION FOR RANDOM SUMS OF POISSON RANDOM VARIABLES
2014
International Journal of Pure and Applied Mathematics
In this paper, we use the Stein-Chen method to determine a bound for the total variation distance between the distribution of random sums of independent Poisson random variables and an appropriate Poisson ...
This method was developed and applied in the setting of Poisson approximation by Chen [2] . ...
In this paper, we are interested to approximate the distribution of S N by a Poisson distribution with mean λ = E(µ N ), in terms of the total variation distance between the distributions of S N and P ...
doi:10.12732/ijpam.v95i4.6
fatcat:j7hvzndhwfbgvaj2ul6girjrnq
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