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Journal Articles Nonlinearity Year : 2008

Sharp errors for point-wise Poisson approximations in mixing processes

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 N t , 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 N t are finite. Moreover, we obtain explicit approximations for all of them. Our result holds for processes that verify the φ-mixing condition. The error term is explicitly expressed as a function of the rate function φ and is easily computable.
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Dates and versions

hal-02337199 , version 1 (30-10-2019)

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Miguel Abadi, Nicolas Vergne. Sharp errors for point-wise Poisson approximations in mixing processes. Nonlinearity, 2008, 21 (12), pp.2871-2885. ⟨10.1088/0951-7715/21/12/008⟩. ⟨hal-02337199⟩
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