Poisson Approximation of Bernoulli Point Proceses and Their Superpositions, Via Coupling.
Abstract
A maximal coupling of a Bernoulli point process on an arbitrary compact space by a Poisson process is constructed. Exact computation of the variation distance between the probability laws follows as a consequence. For certain values of the parameters this coupling yields the optimal Poisson approximation of the given Bernoulli process. A procedure is derived for embedding a triangular array of Bernoulli processes within a single Poisson process; classical Poisson limit theorems are deduced. Keywords: Random variables. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1985
- Accession Number
- ADA163442
Entities
People
- Alan F. Karr
- Robert J. Serfling
Organizations
- Johns Hopkins University