Approximation for expectations of unbounded functions of dependent integer-valued random variables

DOI10.1239/JAP/1276784912MaRDI QIDQ3578686zbMATH OpenOpenAlexFDO

Authors P. S. Ruzankin

Publication date 20 July 2010

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1276784912

zbMATH Keywords

Poisson approximationreliability systemLindeberg's methodunbounded function

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic expansions in the Poisson limit theorem
• Compound Poisson approximation for the distribution of extremes
• Compound Poisson approximation: A user's guide
• On the rate of Poisson convergence
• Poisson approximation for expectations of unbounded functions of independent random variables

Cited in

(8)

• On delta-method of moments and probabilistic sums
• On the rate of Poisson approximation to Bernoulli partial sum processes
• Poisson approximation for expectations of unbounded functions of independent random variables
• On nonparametric estimation of expectation of random variables function under dependent observations
• Bounding the results of arithmetic operations on random variables of unknown dependency using intervals
• Poisson approximation
• Approximating an expectation related to cooperative robots
• A compound Poisson convergence theorem for sums of \(m\)-dependent variables

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