On the rate of Poisson approximation to Bernoulli partial sum processes

Pavel S. Ruzankin; Igor S. Borisov

doi:10.1016/j.spl.2020.108754

On the rate of Poisson approximation to Bernoulli partial sum processes

Результат исследования: Научные публикации в периодических изданиях › статья

Аннотация

We investigate approximation of a Bernoulli partial sum process to the accompanying Poisson process in the non-i.i.d. case. The rate of closeness is studied in terms of the minimal distance in probability. In particular, a new lower bound for the total variation distance between a Bernoulli partial sum process and the accompanying Poisson process is obtained.

Язык оригинала	английский
Номер статьи	108754
Число страниц	7
Журнал	Statistics and Probability Letters
Том	162
DOI	https://doi.org/10.1016/j.spl.2020.108754
Состояние	Опубликовано - июл 2020

Доступ к документу

10.1016/j.spl.2020.108754

Link to publication in Scopus

Fingerprint Подробные сведения о темах исследования «On the rate of Poisson approximation to Bernoulli partial sum processes». Вместе они формируют уникальный семантический отпечаток (fingerprint).

Цитировать

Ruzankin, P. S., & Borisov, I. S. (2020). On the rate of Poisson approximation to Bernoulli partial sum processes. Statistics and Probability Letters, 162, [108754]. https://doi.org/10.1016/j.spl.2020.108754

@article{d3ed6ce1be95462ea872d455bb4bb163,

title = "On the rate of Poisson approximation to Bernoulli partial sum processes",

abstract = "We investigate approximation of a Bernoulli partial sum process to the accompanying Poisson process in the non-i.i.d. case. The rate of closeness is studied in terms of the minimal distance in probability. In particular, a new lower bound for the total variation distance between a Bernoulli partial sum process and the accompanying Poisson process is obtained.",

keywords = "Bernoulli random variables, Minimal distance, Partial sum process, Poisson approximation, Total variation distance, DISTANCES, TERMS, PROBABILITY-MEASURES, UNBOUNDED FUNCTIONS, EXPECTATIONS, RANDOM-VARIABLES, ACCURACY",

author = "Ruzankin, {Pavel S.} and Borisov, {Igor S.}",

year = "2020",

month = jul,

doi = "10.1016/j.spl.2020.108754",

language = "English",

volume = "162",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier Science B.V.",

}

TY - JOUR

T1 - On the rate of Poisson approximation to Bernoulli partial sum processes

AU - Ruzankin, Pavel S.

AU - Borisov, Igor S.

PY - 2020/7

Y1 - 2020/7

N2 - We investigate approximation of a Bernoulli partial sum process to the accompanying Poisson process in the non-i.i.d. case. The rate of closeness is studied in terms of the minimal distance in probability. In particular, a new lower bound for the total variation distance between a Bernoulli partial sum process and the accompanying Poisson process is obtained.

AB - We investigate approximation of a Bernoulli partial sum process to the accompanying Poisson process in the non-i.i.d. case. The rate of closeness is studied in terms of the minimal distance in probability. In particular, a new lower bound for the total variation distance between a Bernoulli partial sum process and the accompanying Poisson process is obtained.

KW - Bernoulli random variables

KW - Minimal distance

KW - Partial sum process

KW - Poisson approximation

KW - Total variation distance

KW - DISTANCES

KW - TERMS

KW - PROBABILITY-MEASURES

KW - UNBOUNDED FUNCTIONS

KW - EXPECTATIONS

KW - RANDOM-VARIABLES

KW - ACCURACY

UR - http://www.scopus.com/inward/record.url?scp=85082134927&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2020.108754

DO - 10.1016/j.spl.2020.108754

M3 - Article

AN - SCOPUS:85082134927

VL - 162

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

M1 - 108754

ER -