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
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Publication:3333800
DOI10.1137/1128065zbMATH Open0544.60036OpenAlexW2159421102MaRDI QIDQ3333800FDOQ3333800
Publication date: 1984
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1128065
Probability distributions: general theory (60E05) Large deviations (60F10) Sums of independent random variables; random walks (60G50)
Cited In (22)
- On smoothing properties of compound Poisson distributions
- Kerstan's method for compound Poisson approximation.
- Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions
- On the stability of splitting difference schemes with respect to boundary conditions
- Compound Poisson approximation
- On the accuracy of Poisson approximation
- On Poisson approximation
- Poisson approximation
- Asymptotic estimation of the parameters of multivariate point processes.
- Poisson approximation in terms of the Gini-Kantorovich distance
- Arak Inequalities for Concentration Functions and the Littlewood--Offord Problem
- Convergence to infinite-dimensional compound Poisson distributions on convex polyhedra
- Approximation of the generalized Poisson binomial distribution: Asymptotic expansions
- Compound Poisson approximation to weighted sums of symmetric discrete variables
- On variational bounds in the compound Poisson approximation of the individual risk model
- Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
- Approximation of aggregate claims distributions by compound Poisson distributions
- Lower-bound estimates for Poisson-type approximations
- On Hipp's compound Poisson approximations via concentration functions
- Probabilities of large deviations for the \(\chi^2\) approximation
- Asymptotic expansions for generalized Poisson measures
- On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem
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