Moment characteristics of the compound Poisson law generalized by the Poisson distribution (Q1777478)

The authors study a compound Poisson law generalized by a Poisson distribution. For the weighted sum \(\zeta = \zeta_1+2\zeta_2+\cdots +k\zeta_k\) of \(k\) independent Poisson random variables, they consider the conditional random variable \(\xi/\zeta\) following the Poisson distribution with parameter \(\epsilon\zeta\), \(0<\epsilon\leq 1\). They explicitly calculate moment characteristics of the random variable \(\xi\). To be precise, they prove explicit representations and recurrences for ordinary and factorial cumulants, as well as factorial, binomial, initial, and central moments. As a side effect, they obtain explicit recurrences for the Neyman distribution [cf. \textit{J. Neyman}, Ann. Math. Stat. 10, 35--57 (1939; Zbl 0020.38203)] and the Stirling-Hermite distribution.