Coupling and Poisson approximation |
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Authors: | Svante Janson |
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Affiliation: | (1) Department of Mathematics, Uppsala University, S-751-06 Uppsala, Sweden |
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Abstract: | We give an overview of the Stein-Chen method for establishing Poisson approximations of various random variables. Couplings of certain variables are used to gives explicit bounds for the total variation distance between the distribution of a random variable and a Poisson variable. Some applications are given. In some cases, explicit couplings may be used to obtain good estimates; in other applications it suffices to show the existence of couplings with certain monotonicity properties.Supported by the Göran Gustafsson Foundation for Research in Natural Sciences and Medicine. |
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Keywords: | 60E99 60F05 |
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