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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2017 Volume 466, Pages 109–119 (Mi znsl6544)

This article is cited in 3 papers

Rare events and Poisson point processes

F. Götzea, A. Yu. Zaitsevbc

a Fakultät für Mathematik, Universität Bielefeld, Postfach 100131, D-33501 Bielefeld, Germany
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
c St. Petersburg State University, St. Petersburg, Russia

Abstract: The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as substantial quantitative estimates for the closeness between the sample containing independent observations of rare events and the Poisson point process which is obtained after a Poissonization of the initial sample.

Key words and phrases: sums of independent random variables, rare events, Poisson point processes, concentration functions, inequalities.

UDC: 519.2

Received: 05.12.2017



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