Compound Poisson approximation (Q2135729)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compound Poisson approximation |
scientific article |
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Compound Poisson approximation (English)
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9 May 2022
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Compound Poisson approximation appears naturally in situations where one deals with a large number of rare events. In this paper, results on the topic of compound approximation to the distribution of a sum of (possibly dependent) random variables are reviewed, and a number of open problems and directions of future research are indicated.
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compound Poisson approximation
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signed compound Poisson measure
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Kolmogorov's problem
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total variation distance
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Gini-Kantorovich distance
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