On closeness of two discrete weighted sums
From MaRDI portal
Publication:1645197
DOI10.15559/18-VMSTA103zbMath1391.60043arXiv1806.03844OpenAlexW2803398178MaRDI QIDQ1645197
Palaniappan Vellaisamy, Vydas Čekanavičius
Publication date: 28 June 2018
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.03844
characteristic functionconcentration functionfactorial momentsMarkov binomial distributionKolmogorov metricweighted random variables
Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Approximation methods in probability theory
- Approximation of symmetric three-state Markov chain by compound Poisson law
- Randomly weighted sums of dependent subexponential random variables
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims
- Remark on convergence rate for weighted sums of \(\rho ^*\)-mixing random variables
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
- Compound Poisson and signed compound Poisson approximations to the Markov binomial law
- A characterization of limiting functions arising in mod-* convergence
- Approximation of the tail probability of randomly weighted sums and applications
- Approximation of aggregate claims distributions by compound Poisson distributions
- Asymptotic methods in statistical decision theory
- Approximation of distributions of integral additive functions by discrete charges. I
- Compound Poisson approximation to weighted sums of symmetric discrete variables
- Smoothing effect of compound Poisson approximations to the distributions of weighted sums
- Mod-discrete expansions
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Asymptotics for randomly weighted and stopped dependent sums
- Mod-Poisson Convergence in Probability and Number Theory
- Complete moment convergence of weighted sums for arrays of negatively dependent random variables and its applications
- WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES
- Poisson perturbations
- Asymptotics of poisson approximation to random discrete distributions: an analytic approach
- Poisson Approximation via the Convolution with Kornya--Presman Signed Measures
- Asymptotics for Weighted Random Sums
- Approximation der Verteilungen von Summen unabhängiger nichtnegativer ganzzahliger Zufallsgrößen durch Poissonsche Verteilungen
- Strong laws for weighted sums of i. i. d. random variables
This page was built for publication: On closeness of two discrete weighted sums