Search Results - subject:"Chen–Stein method"

The scaling limit of Poisson-driven order statistics with applications in geometric probability

Schulte, Matthias; Thäle, Christoph - In: Stochastic Processes and their Applications 122 (2012) 12, pp. 4096-4120

variations on the Poisson space as well as the Chen–Stein method for Poisson approximation. The general result is accompanied by …

Persistent link: https://www.econbiz.de/10011065103

Phase transition in limiting distributions of coherence of high-dimensional random matrices

Tony Cai, T.; Jiang, Tiefeng - In: Journal of Multivariate Analysis 107 (2012) C, pp. 24-39

The coherence of a random matrix, which is defined to be the largest magnitude of the Pearson correlation coefficients between the columns of the random matrix, is an important quantity for a wide range of applications including high-dimensional statistics and signal processing. Inspired by...

Persistent link: https://www.econbiz.de/10011041957

Poisson approximation for large contours in low-temperature Ising models

Ferrari, Pablo A.; Picco, Pierre - In: Physica A: Statistical Mechanics and its Applications 279 (2000) 1, pp. 303-311

and λ times e−(β−β∗)N. The proof builds on the Chen–Stein method as presented by Arratia, Goldstein and Gordon. The …

Persistent link: https://www.econbiz.de/10011057990