A note on Dobrushin's theorem and couplings in
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 576-583
Voir la notice de l'article provenant de la source Math-Net.Ru
A more general version of Dobrushin's result connected with an optimal coupling of two random
variables is proven. An application to the problem of Poisson approximation in Abelian groups is
considered. In particular, an optimal coupling in Poisson approximation of empirical processes is
studied.
Keywords:
Monge–Kantorovich problem, duality theorem, Abelian group, empirical process, empirical measure, coupling.
Mots-clés : Poisson point process, Poisson approximation
Mots-clés : Poisson point process, Poisson approximation
@article{TVP_2003_48_3_a7,
author = {I. S. Borisov},
title = {A note on {Dobrushin's} theorem and couplings in},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {576--583},
publisher = {mathdoc},
volume = {48},
number = {3},
year = {2003},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a7/}
}
I. S. Borisov. A note on Dobrushin's theorem and couplings in. Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 576-583. http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a7/