A General Poisson Approximation Theorem
Serfling, R. J.
Ann. Probab., Tome 3 (1975) no. 6, p. 726-731 / Harvested from Project Euclid
A sum of nonnegative integer-valued random variables may be treated as a Poisson variable if the summands have sufficiently high probabilities of taking 0 value and sufficiently weak mutual dependence. This paper presents simple exact upper bounds for the error of such an approximation. An application is made to obtain a new extension for dependent events of the divergent part of the Borel-Cantelli lemma. The bounds are illustrated for the case of Markov-dependent Bernoulli trials. The method of the paper is to reduce the general problem to the special case of independent 0-1 summands and then make use of known bounds for this special case.
Publié le : 1975-08-14
Classification:  Poisson approximation,  dependent summands,  Borel-Cantelli lemma,  Markov-dependent Bernoulli trials,  60F05
@article{1176996313,
     author = {Serfling, R. J.},
     title = {A General Poisson Approximation Theorem},
     journal = {Ann. Probab.},
     volume = {3},
     number = {6},
     year = {1975},
     pages = { 726-731},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996313}
}
Serfling, R. J. A General Poisson Approximation Theorem. Ann. Probab., Tome 3 (1975) no. 6, pp.  726-731. http://gdmltest.u-ga.fr/item/1176996313/