Translated poisson approximation using exchangeable pair couplings

被引:39
|
作者
Roellin, Adrian [1 ]
机构
[1] Univ Zurich, Inst Math, CH-8057 Zurich, Switzerland
来源
ANNALS OF APPLIED PROBABILITY | 2007年 / 17卷 / 5-6期
关键词
translated Poisson distribution; Stein's method; exchangeable pairs; local limit theorem;
D O I
10.1214/105051607000000258
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
It is shown that the method of exchangeable pairs introduced by Stein [Approximate Computation of Expectations (1986) IMS, Hayward, CA] for normal approximation can effectively be used for translated Poisson approximation. Introducing an additional smoothness condition, one can obtain approximation results in total variation and also in a local limit metric. The result is applied, in particular, to the anti-voter model on finite graphs as analyzed by Rinott and Rotar [Ann. Appl. Probab. 7 (1997) 1080-1105], obtaining the same rate of convergence, but now for a stronger metric.
引用
收藏
页码:1596 / 1614
页数:19
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