Methods of Poisson approximation Full article
| Journal |
Probability Surveys
ISSN: 1549-5787 |
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| Output data | Year: 2026, Volume: 23, Number: none, Pages: 377-427 Pages count : 51 DOI: 10.1214/26-ps38 | ||
| Tags | Poisson approximation, coupling, the operator method, Stein’s method, method of characteristic functions, smoothing. | ||
| Authors |
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| Affiliations |
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Funding (1)
| 1 | Sobolev Institute of Mathematics, Siberian Branch of Russian Academy of Sciences, Novosibirsk, 630090, Russia | FWNF-2024-0001 |
Abstract:
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.
Cite:
Novak S.Y.
Methods of Poisson approximation
Probability Surveys. 2026. V.23. Nnone. P.377-427. DOI: 10.1214/26-ps38 WOS OpenAlex
Methods of Poisson approximation
Probability Surveys. 2026. V.23. Nnone. P.377-427. DOI: 10.1214/26-ps38 WOS OpenAlex
Identifiers:
| ≡ Web of science: | WOS:001871060200001 |
| ≡ OpenAlex: | W7208704743 |