Compound Poisson approximation

DOI10.1214/22-PS8zbMath1489.60029OpenAlexW4285283751MaRDI QIDQ2135729

Vydas Čekanavičius, Serguei Novak

Publication date: 9 May 2022

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/probability-surveys/volume-19/issue-none/Compound-Poisson-approximation/10.1214/22-PS8.full

zbMATH Keywords

compound Poisson approximationtotal variation distancesigned compound Poisson measureKolmogorov's problemGini-Kantorovich distance

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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