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Master's Dissertation
DOI
https://doi.org/10.11606/D.45.2000.tde-20210729-120055
Document
Author
Full name
José Domingo Restrepo Alvarez
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2000
Supervisor
Title in Portuguese
Método de Chen-Stein e o modelo de Ehrenfest
Keywords in Portuguese
Passeios Aleatórios
Probabilidade
Processos Estocásticos
Abstract in Portuguese
O objetivo deste trabalho é estudar o método de Chen-Stein o qual determina um limite superior para a velocidade de convergência em distribuição de somas de variáveis aleatórias dependentes Bernoulli à distribuição Poisson. Inicialmente o métodofoi introduzido por Charles Stein (1970) no contexto do teorema central do limite e a seguir Louis Chen (1975) adaptou essas idéias à distribuição Poisson. Apresentamos e exemplificamos aqui todos os detalhes de principal resultado obtido porChen. Além disso, aplicamos o método para o modelo de Ehrenfest no contexto do passeio aleatório no hipercubo
Title in English
not available
Abstract in English
The study of the Chen-Stein method is the main subject of this work which give us an upper bound to the velocity of convergence of a sum of dependent Bernoulli trials to the Poisson distribution. Inicially this method was proposed by CharlesStein (1970) in the context of central limit theorem and after Louis Chen (1975) adapted it to the Poisson distribution. We give here all details with examples about of the Chen's results. Moreover, we also apply this to the Ehrenfest modelcorresponding a random walk on the hypercube
 
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Publishing Date
2021-07-29
 
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