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Zapiski Nauchnykh Seminarov POMI, 2017, Volume 466, Pages 109–119
(Mi znsl6544)
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This article is cited in 3 scientific papers (total in 3 papers)
Rare events and Poisson point processes
F. Götzea, A. Yu. Zaitsevbc a Fakultät für Mathematik, Universität Bielefeld, Postfach 100131, D-33501 Bielefeld, Germany
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
c St. Petersburg State University, St. Petersburg, Russia
Abstract:
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as substantial quantitative estimates for the closeness between the sample containing independent observations of rare events and the Poisson point process which is obtained after a Poissonization of the initial sample.
Key words and phrases:
sums of independent random variables, rare events, Poisson point processes, concentration functions, inequalities.
Received: 05.12.2017
Citation:
F. Götze, A. Yu. Zaitsev, “Rare events and Poisson point processes”, Probability and statistics. Part 26, Zap. Nauchn. Sem. POMI, 466, POMI, St. Petersburg, 2017, 109–119
Linking options:
https://www.mathnet.ru/eng/znsl6544 https://www.mathnet.ru/eng/znsl/v466/p109
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Abstract page: | 184 | Full-text PDF : | 66 | References: | 46 |
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