1. Sharp errors for point-wise Poisson approximations in mixing processes.
- Author
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Miguel Abadi and Nicolas Vergne
- Subjects
- *
ERROR analysis in mathematics , *POISSON distribution , *STOCHASTIC processes , *APPROXIMATION theory , *RANDOM walks , *ESTIMATION theory - Abstract
We describe the statistics of the number of occurrences of a string of symbols in a stochastic process: taking a string A of length n, we prove that the number of visits to A up to time t, denoted by Nt, has approximately a Poisson distribution. We provide a sharp error for this approximation. In contrast to previous works which present uniform error terms based on the total variation distance, our error is point-wise. As a byproduct we obtain that all the moments of Nt are finite. Moreover, we obtain explicit approximations for all of them. Our result holds for processes that verify the ph-mixing condition. The error term is explicitly expressed as a function of the rate function ph and is easily computable. [ABSTRACT FROM AUTHOR]
- Published
- 2008
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