Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality
نویسندگان
چکیده
منابع مشابه
Compound Poisson process approximation for locally dependent real valued random variables via a new coupling inequality
In this work we present a general and quite simple upper bound for the total variation distance dTV between any stochastic process (Xi)i2 de ned over a countable space , and a compound Poisson process on : This result is su¢ cient for proving weak convergence for any functional of the process (Xi)i2 when the real valued Xis are rarely nonzero and locally dependent. Our result is being establis...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2006
ISSN: 1350-7265
DOI: 10.3150/bj/1151525133