Compound Poisson Approximation: A User's Guide

Compound Poisson approximation is a useful tool in a variety of applications, including insurance mathematics, reliability theory, and molecular sequence analysis. In this paper, we review the ways in which Stein's method can currently be used to derive bounds on the error in such approximation...

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Veröffentlicht in:	The Annals of applied probability 2001-08, Vol.11 (3), p.964-1002
Hauptverfasser:	Barbour, A. D., Chryssaphinou, O.
Format:	Artikel
Sprache:	eng
Schlagworte:	6002 60C05 60E15 60F05 60K10 62E17 92D20 Alphabets Approximation Compound Poisson Estimate reliability Kolmogorov distance Markov chains Poisson process Random variables Stein's method Telecommunications systems total variation distance Vertices Weighted averages
Online-Zugang:	Volltext
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