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Poisson approximation of Rademacher functionals by the Chen-Stein method and Malliavin calculus (1505.01417v3)
Published 6 May 2015 in math.PR
Abstract: New bounds on the total variation distance between the law of integer valued functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences and the Poisson distribution are established. They are based on a combination of the Chen-Stein method and a discrete version of Malliavin calculus. We give some applications to shifted discrete multiple stochastic integrals.
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