On the rate of Poisson approximation to Bernoulli partial sum processes

Pavel S. Ruzankin and Igor S. Borisov

Statistics & Probability Letters, 2020, vol. 162, issue C

Abstract: We investigate approximation of a Bernoulli partial sum process to the accompanying Poisson process in the non-i.i.d. case. The rate of closeness is studied in terms of the minimal distance in probability. In particular, a new lower bound for the total variation distance between a Bernoulli partial sum process and the accompanying Poisson process is obtained.

Keywords: Partial sum process; Poisson approximation; Bernoulli random variables; Minimal distance; Total variation distance (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2020.108754

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