A compound Poisson convergence theorem for sums of m-dependent variables

DOI10.1007/S10959-014-0540-5MaRDI QIDQ895914zbMATH OpenOpenAlexFDO

Authors Vydas Čekanavičius, P. Vellaisamy

Publication date 7 December 2015

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

Full work available at URL https://arxiv.org/abs/1402.0183

zbMATH Keywords

\(m\)-dependent variablescompound Poisson distributionPoisson distributionrate of convergenceWasserstein norm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: We prove the Simons-Johnson theorem for the sums $S_n$ of $m$-dependent random variables, with exponential weights and limiting compound Poisson distribution $CP(s,lambda)$. More precisely, we give sufficient conditions for $su{m}_{k=0}^{i}nftye{e}^{hk}abP(S_n=k)-CP(s,lambda)ko0$ and provide an estimate on the rate of convergence. It is shown that the Simons-Johnson theorem holds for weighted Wasserstein norm as well. %limiting sum of two Poisson variables defined on %different lattices. The results are then illustrated for $N(n;k_1,k_2)$ and $k$-runs statistics.

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Cited in

(2)

• On large deviations for sums of discrete m-dependent random variables
• Two limit theorems for Markov binomial distribution

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