Semigroups and Poisson - Approximation.
Abstract
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 Ross's Markov chain model for the Simplex Algorithm in linear programming, which will be discussed as an example of possible application. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1985
- Accession Number
- ADA170944
Entities
People
- D. Pfeifer
- P. Deheuvels
Organizations
- University of North Carolina at Chapel Hill