Probability Bounds for Product Poisson Processes

  • Joong Sung Kwon
  • Ronald Pyke
Conference paper
Part of the Lecture Notes in Statistics book series (LNS, volume 114)


Consider processes formed as products of independent Poisson and symmetrized Poisson processes. This paper provides exponential bounds for the tail probabilities of statistics representable as integrals of bounded functions with respect to such product processes. In the derivations, tail probability bounds are also obtained for product empirical measures. Such processes arise in tests of independence. A generalization of the Hanson-Wright inequality for quadratic forms is used in the symmetric case. The paper also provides some reasonably tractable approximations to the more general bounds that are derived first.


Brownian Motion Quadratic Form Poisson Process Bond Price Compound Poisson Process 
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Copyright information

© Springer Science+Business Media New York 1996

Authors and Affiliations

  • Joong Sung Kwon
    • 1
  • Ronald Pyke
    • 2
  1. 1.Department of MathematicsSun Moon UniversityAsan, ChungnamSouth Korea
  2. 2.Department of MathematicsUniversity of washingtonSeattleUSA

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