Diskretnaya Matematika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Diskr. Mat.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Diskretnaya Matematika, 2004, Volume 16, Issue 2, Pages 148–159
DOI: https://doi.org/10.4213/dm160
(Mi dm160)
 

This article is cited in 7 scientific papers (total in 7 papers)

On the accuracy of approximation in the Poisson limit theorem

D. N. Karymov
Full-text PDF (661 kB) Citations (7)
References:
Abstract: In this paper, we find non-uniform bounds in the Poisson theorem. Let $I_1,\ldots,I_n$ be indicators of independent random events. We set $p_k=\mathsf P\{I_k=1\}=1-\mathsf P\{I_k=0\}$, $0\leq p_k\leq1$, $k=1,\ldots,n$. Let
$$ B(x)=\mathsf P\biggl\{\sum_{k=1}^nI_k\leq x\biggr\}. $$
Let $b_k$ be the jump of the distribution function $B(x)$ at the point $k$. We also set
$$ P_1=\frac1n\sum_{k=1}^np_k, \qquad P_2=\frac1n\sum_{k=1}^np_k^2. $$
Let
$$ \pi_k=\frac{\lambda^k}{k!}e^{-\lambda}, \qquad k=0,1,2,\ldots, $$
be the jumps of the Poisson distribution function with parameter $\lambda\geq0$, and let
$$ \Pi_\lambda(x)=\sum_{k\leq x}\pi_k $$
be the corresponding distribution function.
An example of the results obtained in the paper is formulated as follows.
For $\lambda=nP_1$ and $k\geq2+\lambda$,
$$ |b_k-\pi_k|\leq\frac{nP_2}2\left(1+\frac{\lambda^2}{(k-2)^2}\right) e^{-\lambda}\left(\frac{\lambda e}{k-2}\right)^{k-2}, $$
and for $k>1+\lambda e$
$$ |B(k)-\Pi_\lambda(k)|\leq\frac{nP_2}2\left(1+\frac{\lambda^2}{(k-1)^2}\right) \frac{k-1}{k-1-\lambda e}e^{-\lambda}\left(\frac{\lambda e}{k-1}\right)^{k-1}. $$
Received: 13.04.2004
English version:
Discrete Mathematics and Applications, 2004, Volume 14, Issue 3, Pages 317–327
DOI: https://doi.org/10.1515/1569392031905593
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: D. N. Karymov, “On the accuracy of approximation in the Poisson limit theorem”, Diskr. Mat., 16:2 (2004), 148–159; Discrete Math. Appl., 14:3 (2004), 317–327
Citation in format AMSBIB
\Bibitem{Kar04}
\by D.~N.~Karymov
\paper On the accuracy of approximation in the Poisson limit theorem
\jour Diskr. Mat.
\yr 2004
\vol 16
\issue 2
\pages 148--159
\mathnet{http://mi.mathnet.ru/dm160}
\crossref{https://doi.org/10.4213/dm160}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2084577}
\zmath{https://zbmath.org/?q=an:1122.60027}
\transl
\jour Discrete Math. Appl.
\yr 2004
\vol 14
\issue 3
\pages 317--327
\crossref{https://doi.org/10.1515/1569392031905593}
Linking options:
  • https://www.mathnet.ru/eng/dm160
  • https://doi.org/10.4213/dm160
  • https://www.mathnet.ru/eng/dm/v16/i2/p148
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Дискретная математика
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024