Title: On improvements of the order of approximation in the Poisson limit theorem
Abstract: In this paper we consider improvements in the rate of approximation for the distribution of sums of independent Bernoulli random variables via convolutions of Poisson measures with signed measures of specific type. As a special case, the distribution of the number of records in an i.i.d. sequence of length n is investigated. For this particular example, it is shown that the usual rate of Poisson approximation of O (1/log n ) can be lowered to O (1/ n 2 ). The general case is discussed in terms of operator semigroups.
Publication Year: 1996
Publication Date: 1996-03-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 15
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