A note on Dobrushin's theorem and couplings in
Teoriâ veroâtnostej i ee primeneniâ, Tome 48 (2003) no. 3, pp. 576-583 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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
@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},
     year = {2003},
     volume = {48},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a7/}
}
TY  - JOUR
AU  - I. S. Borisov
TI  - A note on Dobrushin's theorem and couplings in
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2003
SP  - 576
EP  - 583
VL  - 48
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a7/
LA  - ru
ID  - TVP_2003_48_3_a7
ER  - 
%0 Journal Article
%A I. S. Borisov
%T A note on Dobrushin's theorem and couplings in
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2003
%P 576-583
%V 48
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_2003_48_3_a7/
%G ru
%F 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/

[1] Dobrushin R. L., “Zadanie sistemy sluchainykh velichin pri pomoschi uslovnykh raspredelenii”, Teoriya veroyatn. i ee primen., 15:3 (1970), 469–497 | Zbl

[2] Rachev S. T., “Zadacha Monzha–Kantorovicha o peremeschenii mass i ee primeneniya k stokhastike”, Teoriya veroyatn. i ee primen., 29:4 (1984), 625–653 | MR | Zbl

[3] Strassen V., “The existence of probability measures with given marginals”, Ann. Math. Statist., 36:2 (1965), 423–439 | DOI | MR | Zbl

[4] Dudley R. M., “Distances of probability measures and random variables”, Ann. Math. Statist., 39:5 (1968), 1563–1572 | MR | Zbl

[5] Kolmogorov A. H., Fomin S. V., Elementy teorii funktsii i funktsionalnogo analiza, Nauka, M., 1989, 544 pp. | MR

[6] Le Cam L., “On the distribution of sums of independent random variables”, Bernoulli, Bayes, Laplace (anniversary volume), Springer, Berlin, 1965, 179–202 | MR

[7] Le Cam L., “An approximation theorem for the Poisson binomial distribution”, Pacific J. Math., 10:4 (1960), 1181–1197 | MR | Zbl

[8] Khintchine A., Asymptotische Gesetze der Wahrscheinlichkeitsrechnung, Verlag von Julius Springer, Berlin, 1933

[9] Khinchin A. Ya., Asimptoticheskie zakony teorii veroyatnostei, GTTI, M., 1936, 96 pp.

[10] Borisov I. S., “Strong Poisson and mixed approximations of sums of independent random variables in Banach spaces”, Siberian Adv. Math., 3:2 (1993), 1–13 | MR | Zbl

[11] Borisov I. S., “Puassonovskaya approksimatsiya protsessa chastnykh summ v banakhovykh prostranstvakh”, Sib. matem. zhur., 37:4 (1996), 723–731 | MR | Zbl

[12] Borisov I. S., “A note on Poisson approximation of rescalled set-indexed empirical processes”, Statist. Probab. Lett., 46:2 (2000), 101–103 | DOI | MR | Zbl

[13] Borisov I. S., Mironov D. V., “Asimptoticheskoe predstavlenie otnosheniya pravdopodobiya dlya mnogomernykh vyborok s razryvnymi plotnostyami”, Teoriya veroyatn. i ee primen., 45:2 (2000), 345–356 | MR | Zbl

[14] Borovkov K. A., “K voprosu ob utochnenii puassonovskoi approksimatsii”, Teoriya veroyatn. i ee primen., 33:2 (1988), 364–368 | MR

[15] Reiss R.-D., A Course on Point Processes, Springer, New York, 1993 | MR

[16] Prokhorov Yu. V., “Asimptoticheskoe povedenie binomialnykh raspredelenii”, Uspekhi matem. nauk, 8:3 (1953), 135–142 | MR

[17] Barbour A. D., Hall P., “On the rate of Poisson convergence”, Math. Proc. Cambridge Philos. Soc., 95 (1984), 473–480 | DOI | MR | Zbl

[18] Einmahl J. H. J., “Poisson and Gaussian approximation of weighted local empirical processes”, Stochastic Process. Appl., 70 (1997), 31–58 | DOI | MR | Zbl

[19] Deheuvels P., Mason D. M., “Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes”, Ann. Probab., 18 (1990), 1693–1722 | DOI | MR | Zbl

[20] Deheuvels P., Mason D. M., “Nonstandard local empirical processes indexed by sets”, J. Statist. Plann. Inference, 45 (1995), 91–112 | DOI | MR | Zbl

[21] Deheuvels P., Pfiefer D., “Poisson approximation of multinomial distributions and point processes”, J. Multivariate Anal., 25 (1988), 65–89 | DOI | MR | Zbl

[22] Horväth L., “A note on the rate of Poisson approximation of empirical processes”, Ann. Probab., 18:2 (1990), 724–726 | DOI | MR

[23] Major P., “A note on the approximation of the uniform empirical processes”, Ann. Probab., 18:1 (1990), 129–139 | DOI | MR | Zbl

[24] Serfling R. J., “A general Poisson approximation theorem”, Ann. Probab., 3:4 (1975), 726–731 | DOI | MR | Zbl

[25] Borovkov A. A., Teoriya veroyatnostei, Nauka, M., 1976, 352 pp. | MR

[26] Prokhorov Yu. V., “Skhodimost sluchainykh protsessov i predelnye teoremy teorii veroyatnostei”, Teoriya veroyatn. i ee primen., 1:2 (1956), 757–238 | MR