Compound Poisson approximation (Q2135729)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compound Poisson approximation |
scientific article |
Statements
Compound Poisson approximation (English)
0 references
9 May 2022
0 references
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.
0 references
compound Poisson approximation
0 references
signed compound Poisson measure
0 references
Kolmogorov's problem
0 references
total variation distance
0 references
Gini-Kantorovich distance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
