Compound Poisson approximation to weighted sums of symmetric discrete variables

DOI10.1007/S10463-013-0445-6zbMATH Open1331.60048OpenAlexW1979794740MaRDI QIDQ2255173FDOQ2255173

Authors: A. Elijio, Vydas Čekanavičius 

Publication date: 6 February 2015

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-013-0445-6

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zbMATH Keywords

compound Poisson distributionKolmogorov normconcentration functionweighted random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

• Strong approximation theorems for geometrically weighted random series and their applications
• Title not available (Why is that?)
• Approximation of distributions of integral additive functions by discrete charges. I
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• Compound binomial approximations
• Approximation in Variation of the Distribution of a Sum of Independent Bernoulli Variables with a Poisson Law
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• WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES
• An expansion in the exponent for compound binomial approximations
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• On the Rate of Approach of the Distributions of Sums of Independent Random Variables to Accompanying Distributions
• On the limiting behavior of randomly weighted partial sums
• On Hipp's compound Poisson approximations via concentration functions
• On the Accuracy of Approximation of Distributions of Sums of Independent Random Variables—Which are Nonzero with a Small Probability—By Means of Accompanying Laws
• Estimates in Total Variation for Convolutions of Compound Distributions
• On the validity of Edgeworth and saddlepoint approximations
• Smoothing effect of compound Poisson approximations to the distributions of weighted sums
• Compound Poisson approximations for sums of discrete nonlattice variables
• Infinitely divisible approximations for discrete nonlattice variables

Cited In (7)

• Compound Poisson approximations for symmetric vectors
• Compound Poisson approximation
• On closeness of two discrete weighted sums
• Smoothing effect of compound Poisson approximations to the distributions of weighted sums
• Approximations of the cumulative distribution function for infinite weighted sum of random variables
• Lower-bound estimates for Poisson-type approximations
• Approximations to the distribution of weighted combination of independent probabilities

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