Poisson convergence and poisson processes with applications to random graphs
AbstractWe give a new sufficient condition for convergence to a Poisson distribution of a sequence of sums of dependent variables. The condition allows each summand to depend strongly on a few of the other variables and to depend weakly on the remaining ones. As a consequence we obtain sufficient conditions for the convergence of point processes, constructed as sets of (weakly) dependent random points in some space S, to a Poisson process. The main applications are to random graph theory. In particular, we solve the problem (proposed by Erdös) of finding the size of the first cycle in a random graph.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 26 (1987)
Issue (Month): ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
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