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Nonuniform bounds in the Poisson approximation with applications to informational distances. II

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We explore asymptotically optimal bounds for deviations of Bernoulli convolutions from the Poisson limit in terms of the Shannon relative entropy and the Pearson $\chi^2$-distance. The results are based on… Click to show full abstract

We explore asymptotically optimal bounds for deviations of Bernoulli convolutions from the Poisson limit in terms of the Shannon relative entropy and the Pearson $\chi^2$-distance. The results are based on proper non-uniform estimates for densities. They deal with models of non-homogeneous, non-degenerate Bernoulli distributions.

Keywords: bounds poisson; nonuniform bounds; applications informational; informational distances; approximation applications; poisson approximation

Journal Title: Lithuanian Mathematical Journal
Year Published: 2019

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