Convergence to infinite-dimensional compound Poisson distributions on convex polyhedra

DOI10.1007/S10958-023-06536-5zbMATH Open1518.60016arXiv2109.11845OpenAlexW3203184531MaRDI QIDQ6132519FDOQ6132519

Authors: Friedrich Götze, A. Yu. Zaitsev 

Publication date: 14 July 2023

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Abstract: The aim of the present work is to provide a supplement to the authors' paper (2018). It is shown that our results on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential convolutions of multidimensional distributions on convex polyhedra may be almost automatically transferred to the infinite-dimensional case.

Full work available at URL: https://arxiv.org/abs/2109.11845

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zbMATH Keywords

infinite-dimensional caseapproximation of distributionscompound Poisson lawsdistributions on convex polyhedra

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

• Rare events and Poisson point processes
• Estimates for the closeness of successive convolutions of multidimensional symmetric distributions
• Approximation of a sample by a Poisson point process
• Multidimensional Version of the Second Uniform Limit Theorem of Kolmogorov
• Certain class of nonuniform estimates in multidimensional limit theorems
• Estimates for closeness of convolutions of probability distributions on convex polyhedra
• On the Approximation of n-Fold Convolutions of Distributions having Non-Negative Characteristic Functions with Accompanying Laws
• Estimation of proximity of distributions of sequential sums of independent identically distributed random vectors
• 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
• Title not available (Why is that?)
• Multidimensional generalized method of triangular functions
• Some Properties of N-Fold Convolutions of Distributions
• On alternative approximating distributions in the multivariate version of Kolmogorov's second uniform limit theorem

Cited In (6)

• Beyond the Efron-Buchta identities: distributional results for Poisson polytopes
• On proximity of distributions of successive sums with respect to the Prokhorov distance
• Asymptotics for some combinatorial characteristics of the convex hull of a Poisson point process in the Clifford torus
• Exponential densities and compound Poisson measures
• Estimates for closeness of convolutions of probability distributions on convex polyhedra
• Local convergence of the Boolean shell model towards the thick Poisson hyperplane process in the Euclidean space

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