On the Approximation of n-Fold Convolutions of Distributions having Non-Negative Characteristic Functions with Accompanying Laws

DOI10.1137/1125033zbMath0456.60012OpenAlexW2052175190MaRDI QIDQ3906169

Unnamed Author

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1125033

zbMATH Keywords

infinitely divisible distributionsrate of decreaseconvolutions of distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05)

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Approximation of aggregate claims distributions by compound Poisson distributions ⋮ Compound Poisson approximation ⋮ Arak's inequalities for concentration functions and the Littlewood-Offord problem ⋮ On smoothing properties of compound Poisson distributions ⋮ Convergence to infinite-dimensional compound Poisson distributions on convex polyhedra ⋮ Estimates for closeness of convolutions of probability distributions on convex polyhedra ⋮ New applications of Arak's inequalities to the Littlewood-Offord problem ⋮ Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables ⋮ Arak Inequalities for Concentration Functions and the Littlewood--Offord Problem

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