COMPOUND POISSON APPROXIMATION FOR UNBOUNDED FUNCTIONS ON A GROUP, WITH APPLICATION TO LARGE DEVIATIONS
成果类型：
Article
署名作者：
CHEN, LHY; ROOS, M
署名单位：
University of Zurich
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/BF01246337
发表日期：
1995
页码：
515-528
关键词：
摘要：
A second order error bound is obtained for approximating integral h d (Q) over tilde by integral h dQ, where (Q) over tilde is a convolution of measures and Q a compound Poisson measure on a measurable abelian group, and the function h is not necessarily bounded. This error bound is more refined than the usual total variation bound in the sense that it contains the function h. The method used is inspired by Stein's method and hinges on bounding Radon-Nikodym derivatives related to d (Q) over tilde/dQ. The approximation theorem is then applied to obtain a large deviation result on groups, which in turn is applied to multivariate Poisson approximation.
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