Voir la notice du chapitre de livre
@article{ZNSL_2003_298_a5,
author = {A. Yu. Zaitsev},
title = {On approximation of the sample by {a~Poisson} point process},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {111--125},
year = {2003},
volume = {298},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a5/}
}
A. Yu. Zaitsev. On approximation of the sample by a Poisson point process. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 111-125. http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a5/
[1] T. V. Arak, “O sblizhenii $n$-kratnykh svertok raspredelenii imeyuschikh neotritsatelnuyu kharakteristicheskuyu funktsiyu, s soprovozhdayuschimi zakonami”, Teor. veroyatn. i ee primen., 25 (1980), 225–246 | MR | Zbl
[2] T. V. Arak, “O skorosti skhodimosti v ravnomernoi predelnoi teoreme Kolmogorova, I”, Teor. veroyatn. i ee primen., 26 (1981), 225–245 | MR | Zbl
[3] T. V. Arak, “Utochnenie nizhnei otsenki dlya skorosti skhodimosti v ravnomernoi predelnoi teoreme Kolmogorova”, Teor. veroyatn. i ee primen., 27 (1982), 767–772 | MR | Zbl
[4] T. V. Arak, A. Yu. Zaitsev, Ravnomernye predelnye teoremy dlya summ nezavisimykh sluchainykh velichin, Trudy MIAN, 174, 1986 | MR | Zbl
[5] A. D. Barbour, L. H. Y. Chen and W. L. Loh, “Compound Poisson approximation for nonnegative random variables via Stein's method”, Ann. Probab., 20 (1992), 1843–1866 | DOI | MR | Zbl
[6] A. D. Barbour and P. Hall, “On the rate of Poisson convergence”, Math. Proc. Camb. Phil. Soc., 95 (1984), 473–480 | DOI | MR | Zbl
[7] A. D. Barbour, L. Holst and S. Jansson, Poisson Approximation, Oxford University Press, 1992 | MR | Zbl
[8] A. D. Barbour and O. Chryssaphinou, “Compound Poisson approximation: a user's guide”, Ann. Appl. Probab., 11 (2002), 964–1002 | MR
[9] A. D. Barbour and V. Čekanavičius, “Total variation asymptotics for sums of independent integer random variables”, Ann. Probab., 30 (2002), 509–545 | DOI | MR | Zbl
[10] V. Bentkus, F. Götze and A. Yu. Zaitsev, “Approximation of quadratic forms of independent random vectors by accompanying laws”, Teor. veroyatn. i ee primen., 42 (1997), 308–335 | MR | Zbl
[11] I. Borisov, Moment inequalities connected with accompanying Poisson laws in Abelian groups | MR
[12] I. S. Borisov, “Puassonovskaya approksimatsiya protsessa chastnykh summ v banakhovykh prostranstvakh”, Sib. Matem. Zhurnal, 37:4 (1996), 723–731 | MR | Zbl
[13] V. Chyakanavichyus, “Approksimatsiya soprovozhdayuschimi zakonami i asimptoticheskie razlozheniya, I”, Litovskii Matem. Zhurn., 29 (1989), 171–178 | MR | Zbl
[14] V. Čekanavičius, “Bergström-type asymptotic expansions in the first Kolmogorov's uniform limit theorem”, Probab. Theory and Math. Statist., eds. B. Grigelionis et al., VSP/TEV, 1994, 223–238 | MR | Zbl
[15] V. Čekanavičius, “On multivariate Le Cam theorem and compound Poisson measures”, Statist. Probab. Letters, 28 (1996), 33–39 | DOI | MR
[16] V. Čekanavičius, Y. H. Wang, “Compound Poisson approximation for sums of discrete nonlattice random variables”, Adv. Appl. Probab., 35 (2003), 228–250 | DOI | MR
[17] L. H. Y. Chen, “On the convergence of Poisson binomial to Poisson distribution”, Ann. Probab., 2 (1974), 178–180 | DOI | MR | Zbl
[18] P. Deheuvels, D. Pfeifer, “Poisson approximation of multinomial distributions and point processes”, J. Multivar. Anal., 25 (1988), 65–89 | DOI | MR | Zbl
[19] H. U. Gerber, “Error bounds for compound Poisson approximation”, Insurance: Mathematics and Economics, 3 (1984), 191–194 | DOI | MR | Zbl
[20] H. U. Gerber, An introduction to mathematical risk theory, Huebner Foundation Monograph, 8, University of Pennsylvania Wharton School S. S. Huebner Foundation for Insurance Education, Philadelphia, Pa., 1979 | MR | Zbl
[21] E. Giné, D. M. Mason, A. Yu. Zaitsev, “The $L_{1}$-norm density estimator process”, Ann. Probab., 31 (2003), 719–768 | DOI | MR | Zbl
[22] C. Hipp, “Approximation for the aggregate claim distributions by compound Poisson distributions”, Insurance: Mathematics and Economics, 4 (1985), 227–232 | DOI | MR | Zbl
[23] C. Hipp, “Improved approximations of aggregate claim distributions in the individual model”, ASTIN Bull., 16 (1987), 89–100 | DOI
[24] I. A. Ibragimov, E. L. Presman, “O sblizhenii raspredelenii summ nezavisimykh sluchainykh velichin s soprovozhdayuschimi zakonami”, Teor. Veroyatn. i ee Primen., 18 (1973), 753–766 | MR | Zbl
[25] I. Kerstan, K. Mattes, I. Mekke, Bezgranichno delimye tochechnye protsessy, Nauka, Moskva, 1982 | MR | Zbl
[26] A. N. Kolmogorov, “Nekotorye raboty poslednikh let v oblasti teorii veroyatnostei”, Vestnik MGU, 7:10 (1953), 29–38 | Zbl
[27] A. N. Kolmogorov, “Dve ravnomernye predelnye teoremy dlya summ nezavisimykh slagaemykh”, Teor. Veroyatn. i ee Primen., 1 (1956), 426–436 | MR
[28] A. N. Kolmogorov, “O priblizhenii raspredelenii summ nezavisimykh slagaemykh neogranichenno delimymi raspredeleniyami”, Trudy Moskovsk. Matem. Ob-va, 12, 1963, 437–451 | MR
[29] L. Le Cam, “An approximation theorem for Poisson binomial distribution”, Pacific J. Math., 10 (1960), 1181–1197 | MR | Zbl
[30] L. Le Cam, “On the distribution of sums of independent random variables”, Bernoulli, Bayes, Laplace (anniversary volume), Springer, Berlin, 1965, 179–202 | MR
[31] L. Le Cam, Asymptotic methods in statistical decision theory, Springer, New York, 1986 | MR
[32] R. Michel, “An improved error bound for the compound Poisson approximation of a nearly homogeneous portfolio”, ASTIN Bull., 17 (1988), 165–169 | DOI
[33] S. V. Nagaev, Concentration functions and approximation with infinitely divisible laws in Hilbert space, Diskrete Strukturen in der Mathematik, Preprint 90–094, Bielefeld, 1990
[34] S. V. Nagaev, “Funktsii kontsentratsii i tochnost priblizheniya bezgranichno delimymi zakonami v gilbertovom prostranstve”, Doklady RAN, 359 (1998), 461–463 | MR | Zbl
[35] H. H. Panjer, G. E. Willmot, “Compound Poisson models in actuarial risk theory”, J. Econometrics, 23 (1983), 63–76 | DOI | MR | Zbl
[36] E. L. Presman, “O mnogomernom variante ravnomernoi predelnoi teoremy Kolmogorova”, Teor. Veroyatn. i ee Primen., 18 (1973), 396–402 | MR | Zbl
[37] Yu. V. Prokhorov, “Asimptoticheskoe povedenie binomialnogo raspredeleniya”, Uspekhi Matem. Nauk, 8:3 (1953), 135–142 | MR
[38] Yu. V. Prokhorov, “O summakh nezavisimykh sluchainykh velichin”, Doklady AN SSSR, 105 (1955), 645–647 | MR
[39] R. Pyke, G. R. Shorack, “Weak convergence of a two-sample empirical process and a new approach to Chernoff–Savage theorems”, Ann. Math. Statist., 39 (1968), 755–771 | DOI | MR | Zbl
[40] S. T. Rachev, L. Rüschendorf, “Approximation of sums by compound Poisson distributions with respect to stop-loss distances”, Adv. Appl. Probab., 22 (1990), 350–374 | DOI | MR | Zbl
[41] B. Roos, “Stein–Chen method for compound Poisson approximation: the coupling approach”, Probability Theory and Mathematical Statistics, eds. B. Grigelionis et al., VSP/TEV, 1994, 645–660 | MR | Zbl
[42] B. Roos, “Sharp constants in the Poisson approximation”, Statist. Probab. Letters, 52 (2001), 155–168 | DOI | MR | Zbl
[43] A. Yu. Zaitsev, “Nekotorye svoistva $n$-kratnykh svertok raspredelenii”, Teor. Veroyatn. i ee Primen., 26 (1981), 152–156 | MR
[44] A. Yu. Zaitsev, “O tochnosti approksimatsii raspredelenii summ nezavisimykh sluchainykh velichin otlichnykh ot nulya s maloi veroyatnostyu, s pomoschyu soprovozhdayuschikh zakonov”, Teor. Veroyatn. i ee Primen., 28 (1983), 625–636 | MR
[45] A. Yu. Zaitsev, “O ravnomernoi approksimatsii funktsii raspredeleniya summ nezavisimykh sluchainykh velichin”, Teor. Veroyatn. i ee Primen., 32 (1987), 45–52 | MR
[46] A. Yu. Zaitsev, “Estimates for the closeness of successive convolutions of multidimensional symmetric distributions”, Probab. Theory Related Fields, 79 (1988), 175–200 | DOI | MR | Zbl
[47] A. Yu. Zaitsev, “Mnogomernyi variant vtoroi ravnomernoi predelnoi teoremy Kolmogorova”, Teor. Veroyatn. i ee Primen., 34:1 (1989), 128–151 | MR | Zbl
[48] A. Yu. Zaitsev, “Approksimatsiya svertok mnogomernykh simmetrichnykh raspredelenii soprovozhdayuschimi zakonami”, Zap. Nauchn. Semin. LOMI, 177, 1989, 55–72 | MR
[49] A. Yu. Zaitsev, “Ob odnom klasse neravnomernykh otsenok v mnogomernykh predelnykh teoremakh”, Zap. Nauchn. Semin. LOMI, 184, 1990, 92–105 | MR
[50] A. Yu. Zaitsev, “Approksimatsiya svertok veroyatnostnykh raspredelenii bezgranichno delimymi zakonami pri oslablennykh momentnykh ogranicheniyakh”, Zap. Nauchn. Semin. POMI, 194, 1992, 79–90
[51] A. Yu. Zaitsev, “Neustoichivost obrascheniya preobrazovaniya Radona”, Zap. Nauchn. Semin. POMI, 216, 1994, 76–85 | MR
[52] A. Yu. Zaitsev, “Approksimatsiya svertok soprovozhdayuschimi zakonami pri suschestvovanii momentov nevysokogo poryadka”, Zap. Nauchn. Semin. POMI, 228, 1996, 135–141 | MR | Zbl
[53] A. Yu. Zaitsev, “Estimates for the strong approximation in multidimensional central limit theorem”, Proceedings of the International Congress of Mathematicians, Vol. III (Beijing, 2002), Higher Ed. Press, Beijing, 2002, 107–116 | MR | Zbl