On smoothing properties of compound Poisson distributions (Q1925159): Difference between revisions

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On smoothing properties of compound Poisson distributions
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    On smoothing properties of compound Poisson distributions (English)
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    25 August 1997
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    The main contributions are estimates of analogs of the uniform Kolmogorov distance and Lévy concentration function of products of terms of the type \((F-E)^k\exp[a(F-E)]\), where products and powers are in the convolution sense, \(F\) is a distribution function and \(E\) is the distribution concentrated at zero. Some applications to sums of a random number of random variables are also given.
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    compound Poisson
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    random sum
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