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Methods of Poisson approximation Научная публикация

Журнал Probability Surveys
ISSN: 1549-5787
Вых. Данные Год: 2026, Том: 23, Номер: none, Страницы: 377-427 Страниц : 51 DOI: 10.1214/26-ps38
Ключевые слова Poisson approximation, coupling, the operator method, Stein’s method, method of characteristic functions, smoothing.
Авторы Novak S.Y. 1
Организации
1 Sobolev Institute of Mathematics, Novosibirsk, Russia

Информация о финансировании (1)

1 Институт математики им. С.Л. Соболева СО РАН FWNF-2024-0001

Реферат: The topic of Poisson approximation has attracted a lot of attention in the past seven decades. It has applications in insurance, extreme value theory, reliability theory, mathematical biology, etc.. The survey is devoted to the methods of Poisson approximation to the distribution of a sum of random variables. The methods appear useful when one deals with the problem of compound Poisson approximation as well. We formulate a number of open problems and discuss directions of further research.
Библиографическая ссылка: Novak S.Y.
Methods of Poisson approximation
Probability Surveys. 2026. V.23. Nnone. P.377-427. DOI: 10.1214/26-ps38 WOS OpenAlex
Идентификаторы БД:
≡ Web of science: WOS:001871060200001
≡ OpenAlex: W7208704743
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