Stein’s method and Normal approximation of Poisson functionals

Stein’s method and normal approximation of Poisson functionals

Compound Poisson Approximation via Information Functionals

An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Nonasymptotic bounds are derived for the distance between the distribution of a sum of independent integervalued random variables and an appropriately chosen compound Poisson law. In the case where all summands have the same ...

Stein’s method and Poisson process approximation

Poisson Approximation and the Chen-Stein Method

The Chen-Stein method of Poisson approximation is a powerful tool for computing an error bound when approximating probabilities using the Poisson distribution. In many cases, this bound may be given in terms of first and second moments alone. We present a background of the method and state some fundamental Poisson approximation theorems. The body of this paper is an illustration, through varied...

Normal Approximation for White Noise Functionals by Stein’s Method and Hida Calculus