Semigroups and Poisson - Approximation.
Technical rept. no. 132, Sep 85-Aug 86,
NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES
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This paper extends previous work of the authors on Poisson approximation for general independent Bernoulli summands with respect to the total variation distance, without imposing any conditions on the underlying parameters. This enables one to study also the case of unbounded means, without asymptotic uniform smallness of the individual summands, provided that the variance increases with the same rate as the mean. An important practical situation in which such an asymptotic behaviour occurs is described by Rosss Markov chain model for the Simplex Algorithm in linear programming, which will be discussed as an example of possible application. Author
- Statistics and Probability