Let $\{X_n\}_{n\geq 0}$ a sequence of random variables which we know that $\mathbb{E}[X_n]$ tends to infinity. 0000008539 00000 n The random variable \( X \) associated with a Poisson process is discrete and therefore the Poisson distribution is discrete. Then $X_n$ can't converge in distribution. 0000002571 00000 n %PDF-1.5 %���� Asking for help, clarification, or responding to other answers. 0000003951 00000 n Probab. 0000002167 00000 n Stack Exchange network consists of 176 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share … 0000016675 00000 n 1, 178--180. doi:10.1214/aop/1176996766. 0000025295 00000 n 0000014523 00000 n DatesFirst available in Project Euclid: 19 April 2007, Permanent link to this documenthttps://projecteuclid.org/euclid.aop/1176996766, Digital Object Identifierdoi:10.1214/aop/1176996766, Mathematical Reviews number (MathSciNet) MR370693, Subjects Primary: 60F05: Central limit and other weak theorems Secondary: 62E99: None of the above, but in this section, KeywordsPoisson distribution Poisson binomial distribution Poisson convergence, Chen, Louis H. Y. 0000030810 00000 n 0000010140 00000 n (2) We have the normal convergence ZN −λN λN law⇒ N(0,1), (2.2) where N is a standard Gaussian random variable. The question is the following: can we assure that the sequence does NOT converge in distribution to a Poisson? The Poisson Process is the model we use for describing randomly occurring events and by itself, isn’t that useful. Gt��G���tkL��ԘU�5m3P*�����2�E��g�� 9o���q��a� P�M6u �Z6���k���~�K�T:�/[%���b��g@��΂@�7. 161 0 obj<>stream 0000000016 00000 n By using our site, you acknowledge that you have read and understand our Cookie Policy, Privacy Policy, and our Terms of Service. We need the Poisson Distribution to do interesting things like finding the probability of a number of events in a time period or finding the probability of waiting some time until the next event.. trailer A Compound Poisson Convergence Theorem Wang, Y. H., Annals of Probability, 1991; Invariance, Minimax Sequential Estimation, and Continuous Time Processes Kiefer, J., Annals of Mathematical Statistics, 1957; Right Haar Measure for Convergence in Probability to Quasi Posterior Distributions Stone, M., Annals of Mathematical Statistics, 1965; Limiting Behavior of Posterior Distributions when … Use MathJax to format equations. %%EOF MathJax reference. (You can even have $E Y_n \equiv +\infty$ if you wish.) 0000008135 00000 n the variances $\text{Var}(X_n) < c (E X_n)^2$ for $n$ sufficiently large, with some constant $c \in (0,1)$. 0000038367 00000 n 2 (1974), no. We have encountered the following problem that we think that should be true. 159 0 obj<> endobj Now let $X$ be a fixed Poisson random variable and $X_n = X + Y_n$. x�b```���,A ���,Ё��r��5���=�S���NJm2��#���F\����z�>����U��=�}�. It only takes a minute to sign up. 0000002469 00000 n Poisson Distribution. 0000007263 00000 n site design / logo © 2020 Stack Exchange Inc; user contributions licensed under cc by-sa. 0000015920 00000 n Suppose e.g. Project Euclid, 60F05: Central limit and other weak theorems, 62E99: None of the above, but in this section, Invariance, Minimax Sequential Estimation, and Continuous Time Processes, Right Haar Measure for Convergence in Probability to Quasi Posterior Distributions, Limiting Behavior of Posterior Distributions when the Model is Incorrect, Consistency of maximum likelihood estimators in general random effects models for binary data, Non-Parametric Empirical Bayes Procedures, Note on Uniformly Best Unbiased Estimates, Stationary Waiting-Time Distributions for Single-Server Queues. 0000003316 00000 n Poisson probability distribution is used in situations where events occur randomly and independently a number of times on average during an interval of time or space. SourceAnn. 0000019054 00000 n Making statements based on opinion; back them up with references or personal experience. Probab., Volume 2, Number 1 (1974), 178-180. 0000035389 00000 n Simons and Johnson (1971) showed that the convergence is actually much stronger than in the usual sense. MOD-POISSON CONVERGENCE IN PROBABILITY AND NUMBER THEORY E. KOWALSKI AND A. NIKEGHBALI Abstract. In this note the author shows that the result of Simons and Johnson is also true for Poisson binomial distributions which include binomial distributions as special cases. <]>> 0000016280 00000 n On the Convergence of Poisson Binomial to Poisson Distributions. No. 0000009262 00000 n Ann. 0000007643 00000 n startxref [�u����yJ8�r����u����8C䳤����uYܛg>o^����E]�rw>��p��P�K���=T�-�W����z����V�_e�Ǟ 0000002102 00000 n https://projecteuclid.org/euclid.aop/1176996766, © As Nate Eldridge noted, the answer is no. 0000004330 00000 n Building on earlier work introducing the notion of “mod-Gaussian” convergence of sequences of random variables, which arises naturally in Random Matrix Theory and number theory, we discuss the analogue notion of “mod-Poisson” convergence.

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