The Poisson Approximation for Dependent Events
Freedman, David
Ann. Probab., Tome 2 (1974) no. 6, p. 256-269 / Harvested from Project Euclid
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Consider a sequence of dependent events, where each has uniformly small conditional probability given the past, and the sum of the conditional probabilities is approximately constant at $a$. Then the number of events which occur is approximately Poisson with parameter $a$. An explicit bound is given on the variation distance.
Publié le : 1974-04-14
Classification:  Poisson approximation,  stopping time,  invariance principle,  60F05 
@article{1176996707,
     author = {Freedman, David},
     title = {The Poisson Approximation for Dependent Events},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 256-269},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996707}
}

Freedman, David. The Poisson Approximation for Dependent Events. Ann. Probab., Tome 2 (1974) no. 6, pp.  256-269. http://gdmltest.u-ga.fr/item/1176996707/