Poisson approximation via the convolution with Kornya–Presman signed measures
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 628-632 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

We present an upper bound for the total variation distance between the generalized polynomial distribution and a finite signed measure, which is the convolution of two finite signed measures, one of which is of Kornya–Presman type. In the one-dimensional Poisson case, such a finite signed measure was first considered by K. Borovkov and D. Pfeifer [J. Appl. Probab., 33 (1996), pp. 146–155]. We give asymptotic relations in the one-dimensional case, and, as an example, the independent identically distributed record model is investigated. It turns out that here the approximation is of order $O(n^{-s}(\ln n)^{-{(s+1)/2}})$ for $s$ being a fixed positive integer, whereas in the approximation with simple Kornya–Presman signed measures, we only have the rate $O((\ln n)^{-(s+1)/2})$.
Keywords: asymptotic relation, generalized polynomial distribution, independent and identically distributed record model, Kornya–Presman signed measure, upper bound.
Mots-clés : Poisson approximation, total variation distance
@article{TVP_2003_48_3_a14,
     author = {B. Roos},
     title = {Poisson approximation via the convolution with {Kornya{\textendash}Presman} signed measures},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {628--632},
     year = {2003},
     volume = {48},
     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a14/}
}
TY  - JOUR
AU  - B. Roos
TI  - Poisson approximation via the convolution with Kornya–Presman signed measures
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2003
SP  - 628
EP  - 632
VL  - 48
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a14/
LA  - en
ID  - TVP_2003_48_3_a14
ER  - 
%0 Journal Article
%A B. Roos
%T Poisson approximation via the convolution with Kornya–Presman signed measures
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2003
%P 628-632
%V 48
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a14/
%G en
%F TVP_2003_48_3_a14
B. Roos. Poisson approximation via the convolution with Kornya–Presman signed measures. Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 628-632. http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a14/

[1] Borovkov K., Pfeifer D., “On improvements of the order of approximation in the Poisson limit theorem”, J. Appl. Probab., 33:1 (1996), 146–155 | DOI | MR | Zbl

[2] Conway J. B., Functions of One Complex Variable, Springer-Verlag, Berlin, 1978, 317 pp. | MR

[3] Kornya P. S., “Distribution of aggregate claims in the individual risk theory model”, Trans. Soc. Actuaries, 35 (1983), 823–858

[4] Presman E. L., “O sblizhenii binomialnykh i bezgranichno delimykh raspredelenii”, Teoriya veroyatn. i ee primen., 28:2 (1983), 372–382 | MR | Zbl

[5] Rényi A., “Théorie des éléments saillants d'une suite d'observations”, Colloquium on Combinatorial Methods in Probability Theory, Mathematisk Institut Aarhus Universitet, Aarhus, 1962, 104–115

[6] Roos B., “Asymptotics and sharp bounds in the Poisson approximation to the Poissonbinomial distribution”, Bernoulli, 5:6 (1999), 1021–1034 | DOI | MR | Zbl

[7] Roos B., “Kerstan's method in the multivariate Poisson approximation: an expansion in the exponent”, Teoriya veroyatn. i ee primen., 47:2 (2002), 397–402 | MR | Zbl