Normal and poisson approximation of infinitely divisible distribution functions

DOI10.1080/02331889108802342MaRDI QIDQ3989508zbMATH OpenOpenAlexFDO

Authors Udo Lorz, Lothar Heinrich

Publication date 28 June 1992

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889108802342

zbMATH Keywords

infinitely divisiblespectral measurePoisson-Charlier expansionlattice infinitely divisible random variable

Mathematics Subject Classification ID

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

Recommendations

• On uniform approximation of Poisson variates by normal ones
• Normal approximation of Poisson functionals in Kolmogorov distance
• Distribution functions of Poisson random integrals: analysis and computation
• Approximation of the distribution of some statistics by Poisson laws
• Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law
• Approximation of Binomial Distributions by Infinitely Divisible Ones
• A refinement of normal approximation to Poisson binomial
• Normal and Poisson Convergencies

Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3421702 (Why is no real title available?)
• Approximation der Verteilungen von Summen unabhängiger nichtnegativer ganzzahliger Zufallsgrößen durch Poissonsche Verteilungen
• Asymptotic expansions in the Poisson limit theorem
• Asymptotic gaussianity of some estimators for reduced factorial moment measures and product densities of stationary poisson cluster processes
• Central limit theorems for point processes
• Eine informationstheoretische Bedingung für die Äquivalenz unbegrenzt teilbarer Punktprozesse
• Normal convergence of multidimensional shot noise and rates of this convergence
• On the analytical structure of the constant in the nonuniform version of the esseen inequality
• The probability generating functional

Cited in

(17)

• scientific article; zbMATH DE number 3864186 (Why is no real title available?)
• Lambert's \(W\), infinite divisibility and Poisson mixtures
• Nonnormal small jump approximation of infinitely divisible distributions
• scientific article; zbMATH DE number 4107829 (Why is no real title available?)
• Estimation of linear functionals of Poisson processes
• Nonparametric estimation of the canonical measure for infinitely divisible distributions
• Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables
• On the infinite divisibility of variance mixtures of Gaussian distributions
• Convergence of the fourth moment and infinite divisibility: quantitative estimates.
• Free infinite divisibility for generalized power distributions with free Poisson term
• On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes
• Variation comparison between infinitely divisible distributions and the normal distribution
• An approximation to infinitely divisible laws
• Effective estimation of some oscillatory integrals related to infinitely divisible distributions
• On an application of infinitely divisible distributions to quadrature problems
• Infinitely divisible approximations for discrete nonlattice variables
• Contiguity and LAN-property of sequences of Poisson processes.

This page was built for publication: Normal and poisson approximation of infinitely divisible distribution functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3989508)