Convergence to infinite-dimensional compound Poisson distributions on convex polyhedra

DOI10.1007/S10958-023-06536-5MaRDI QIDQ6132519zbMATH OpenOpenAlexFDO

Authors Friedrich Götze, A. Yu. Zaitsev

Publication date 14 July 2023

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

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 3980131 (Why is no real title available?)
• Approximation of a sample by a Poisson point process
• Certain class of nonuniform estimates in multidimensional limit theorems
• Estimates for closeness of convolutions of probability distributions on convex polyhedra
• Estimates for the closeness of successive convolutions of multidimensional symmetric distributions
• Estimation of proximity of distributions of sequential sums of independent identically distributed random vectors
• Multidimensional Version of the Second Uniform Limit Theorem of Kolmogorov
• Multidimensional generalized method of triangular functions
• On alternative approximating distributions in the multivariate version of Kolmogorov's second uniform limit theorem
• 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
• On the Approximation of n-Fold Convolutions of Distributions having Non-Negative Characteristic Functions with Accompanying Laws
• Rare events and Poisson point processes
• Some Properties of N-Fold Convolutions of Distributions

Cited in

(6)

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

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