Compound Poisson approximation and the clustering of random points

Citation
Ad. Barbour et M. Mansson, Compound Poisson approximation and the clustering of random points, ADV APPL P, 32(1), 2000, pp. 19-38
Citations number
20
Categorie Soggetti
Mathematics
Journal title
ADVANCES IN APPLIED PROBABILITY
ISSN journal
00018678 → ACNP
Volume
32
Issue
1
Year of publication
2000
Pages
19 - 38
Database
ISI
SICI code
0001-8678(200003)32:1<19:CPAATC>2.0.ZU;2-2
Abstract
Let n random points be uniformly and independently distributed in the unit square, and count the number W of subsets of k of the points which are cove red by some translate of a small square C. If n\C\ is small, the number of such clusters is approximately Poisson distributed, but the quality of the approximation is poor. In this paper, we show that the distribution of W ca n be much more closely approximated by an appropriate compound Poisson dist ribution CP(lambda(1), lambda(2),...). The argument is based on Stein's met hod, and is far from routine, largely because the approximating distributio n does not satisfy the simplifying condition that i lambda(i) be decreasing .