Poisson Limit Law for a Scheme of Sums of Dependent Random Variables

DOI10.1137/1117082MaRDI QIDQ4054439zbMATH OpenOpenAlexFDO

Authors B. A. Sevast'yanov

Publication date 1972

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1117082

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cited in

(15)

• Poisson limit theorem for countable Markov chains in Markovian environments.
• Limit distributions of extremal distances to the nearest neighbor
• Pseudo-Poisson approximation for Markov chains
• Method of moments and sums of random indicators
• Multiple Borel-Cantelli lemma in dynamics and multilog law for recurrence
• The compound Poisson distribution and return times in dynamical systems
• In memory of B. A. Sevast'yanov (29.09.1923--30.08.2013)
• Limit distributions of the number of vectors satisfying a linear relation
• AN INTRODUCTION TO QUANTITATIVE POINCARÉ RECURRENCE IN DYNAMICAL SYSTEMS
• Nonconventional Poisson limit theorems
• On the distribution of the numbers of solutions of random inclusions
• Conditions of convergence to the Poisson distribution for the number of solutions of random inclusions
• Entry and return times distribution
• Urn modeling of random graphs across granularity scales: a framework for origin-destination human mobility networks
• On Sevast'yanov's theorem

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