Compound Poisson approximation

DOI10.1201/9781003478164MaRDI QIDQ6665277zbMATH OpenFDO

Authors V. Čekanavičius, S. Yu. Novak

Publication date 17 January 2025

Full work available at URL https://doi.org/10.1201/9781003478164

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

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(2)

• Asymptotics in multivariate le Cam's theorem
• Confidence intervals for rate estimation with importance sampling in autonomous vehicle evaluation

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