Poisson approximation for expectations of unbounded functions of independent random variables

DOI10.1214/aop/1039548369zbMath1015.60018OpenAlexW2026309171MaRDI QIDQ1872306

P. S. Ruzankin, I. S. Borisov

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1039548369

zbMATH Keywords

asymptotic expansionsPoisson approximationLindeberg method

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items (13)

On absolute central moments of Poisson distribution ⋮ Compound Poisson approximation ⋮ On the rate of Poisson approximation to Bernoulli partial sum processes ⋮ A compound Poisson convergence theorem for sums of \(m\)-dependent variables ⋮ Differential calculus for linear operators represented by finite signed measures and applications ⋮ Monotonicity properties of the Poisson approximation to the binomial distribution ⋮ On exceedances of high levels ⋮ Approximation for expectations of unbounded functions of dependent integer-valued random variables ⋮ Exact values and sharp estimates for the total variation distance between binomial and Poisson distributions ⋮ On the accuracy of Poisson approximation ⋮ Two limit theorems for Markov binomial distribution ⋮ Infinitely divisible approximations for discrete nonlattice variables ⋮ Poisson approximation

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• An approximation theorem for the Poisson binomial distribution
• On the Distribution of the Number of Successes in Independent Trials
• On the rate of Poisson convergence
• Refinement of Poisson Approximation
• Metric Multivariate Poisson Approximation of the Generalized Multinomial Distribution
• On the limiting distribution of extrema

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