Skip to main content
Log in

A new semigroup technique in poisson approximation

  • Research Article
  • Published:
Semigroup Forum Aims and scope Submit manuscript

Abstract

We present a unified and self-contained approach to Poisson approximation problems for independent Bernoulli summands with respect to several metrics by a general semigroup technique, expanding and completing earlier work on this subject by the first two authors [4], [5], [6].

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Barbour, A. D. (1987),Asymptotic expansions in the Poisson limit theorem, Ann. Prob.15, 748–766.

    MATH  MathSciNet  Google Scholar 

  2. Barbour, A. D. and Hall, P. (1984),On the rate of Poisson convergence, Math. Proc. Cambridge Philos. Soc.95, 473–480.

    MATH  MathSciNet  Google Scholar 

  3. Bruss, F. T. (1984),Patterns of relative maxima in random permutations, Ann. Soc. Sci. Bruxelles98 (I), 19–28.

    MathSciNet  MATH  Google Scholar 

  4. Deheuvels, P. and Pfeifer, D. (1986a),A semigroup approach to Poisson approximation, Ann. Prob.14, 663–676.

    MATH  MathSciNet  Google Scholar 

  5. Deheuvels, P. and Pfeifer, D. (1986b),Operator semigroups and Poisson convergence in selected metrics, Semigroup Forum34, 203–224.

    Article  MATH  MathSciNet  Google Scholar 

  6. Deheuvels, P. and Pfeifer, D. (1987),Semigroups and Poisson approximation.In:New Perspectives in Theoretical and Applied Statistics, M. L. Puri, J. P. Vilaplana, W. Wertz (eds.), John Wiley, N.Y., 439–448.

    Google Scholar 

  7. Deheuvels, P., Karr, A. F., Pfeifer, D. and Serfling, R. J. (1988),Poisson approximations in selected metrics by coupling and semigroup methods with applications. To appear in: J. Stat. Planning Inf.

  8. Gastwirth, J. L. and Bhattacharya, P. K. (1984),Probability models of pyramid or chain letter systems demonstrating that their promotional claims are unreliable, Operat. Res.32, 527–536.

    Article  MATH  MathSciNet  Google Scholar 

  9. Hipp, C. (1985),Approximation of aggregate claims distributions by compound Poisson distributions, Insurance: Math. and Econ.4, 227–232.

    Article  MATH  MathSciNet  Google Scholar 

  10. Johnson, N. L. and Simons, G. (1971),On the convergence of binomial to Poisson distributions, Ann. Math. Stat.42, 1735–1736.

    MathSciNet  MATH  Google Scholar 

  11. Kemp, R. (1984),Fundamentals of the Average Case Analysis of Particular Algorithms, Wiley-Teubner, N.Y.

    MATH  Google Scholar 

  12. Le Cam, L. (1960),An approximation theorem for the Poisson binomial distribution, Pacific J. Math.10, 1181–1197.

    MATH  MathSciNet  Google Scholar 

  13. Nevzorov, V. B. (1986),Two characterizations using records.In:Stability Problems for Stochastic Models, Lecture Notes in Math.1233, Springer, Berlin, 79–85.

    Chapter  Google Scholar 

  14. Pfeifer, D. (1986),Extremal processes, record times and strong approximation, Pub. Inst. Stat. Univ. Paris31, 47–65.

    MathSciNet  MATH  Google Scholar 

  15. Pfeifer, D. (1988),Extremal processes, secretary problems and the 1/e-law. To appear in: J. Appl. Prob.

  16. Rényi, A. (1962),Théorie des éléments saillants d’une suite d’observations, Coll. Comb. Meth. Prob. Th.104–115, Mathematisk Institut, Aarhus Universitet, Denmark.

    Google Scholar 

  17. Ross, S. M. (1982),A simple heuristic approach to simplex efficiency, Eur. J. Oper. Res.9, 344–346.

    Article  MATH  Google Scholar 

  18. Serfling, R. J. (1975),A general Poisson approximation theorem, Ann. Prob.3, 726–731.

    MATH  MathSciNet  Google Scholar 

  19. Serfling, R. J. (1978),Some elementary results on Poisson approximation in a sequence of Bernoulli trials, SIAM Rev.20, 567–579.

    Article  MATH  MathSciNet  Google Scholar 

  20. Shorgin, S. Y. (1977),Approximation of a generalized binomial distribution, Th. Prob. Appl.22, 846–850.

    Article  MATH  Google Scholar 

  21. Zolotarev, V. M. (1976),Metric distances in spaces of random variables and their distributions, Math. U.S.S.R. Sbornik30, 3, 373–401.

    Article  MathSciNet  Google Scholar 

  22. Zolotarev, V. M. (1984),Probability metrics, Th. Prob. Appl.28, 278–302.

    Article  MATH  Google Scholar 

Download references

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Deheuvels, P., Pfeifer, D. & Puri, M.L. A new semigroup technique in poisson approximation. Semigroup Forum 38, 189–201 (1989). https://doi.org/10.1007/BF02573230

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02573230

AMS 1980 subject classifications

Key words and phrases

Navigation