Kerstan's method for compound Poisson approximation.

DOI10.1214/AOP/1068646365zbMath1041.62011OpenAlexW2026241988MaRDI QIDQ1433878

Bero Roos

Publication date: 1 July 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1068646365

zbMATH Keywords

sums of independent random variablescompound Poisson approximationtotal variation distancediscrete self-decomposable distributionsdiscrete unimodal distributionsfinite signed measureKerstan's method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (12)

Approximation Results for Sums of Independent Random Variables ⋮ Approximating dependent rare events ⋮ Closeness of convolutions of probability measures ⋮ A new method for bounding the distance between sums of independent integer-valued random variables ⋮ On variational bounds in the compound Poisson approximation of the individual risk model ⋮ A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables ⋮ Compound Poisson approximation to convolutions of compound negative binomial variables ⋮ Poisson approximation of multivariate Poisson mixtures ⋮ Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions ⋮ Infinitely divisible approximations for discrete nonlattice variables ⋮ Poisson approximation ⋮ On Hipp's compound Poisson approximations via concentration functions

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