Compound Poisson approximation

Čekanavičius, V. and Novak, Serguei ORCID: https://orcid.org/0000-0001-7929-7641 (2022) Compound Poisson approximation. Probability Surveys, 19 . pp. 271-350. ISSN 1549-5787 [Article] (doi:10.1214/22-PS8)

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Official URL: http://doi.org/10.1214/22-PS8

Abstract

We overview the results on the topic of compound Poisson approximation to the distribution of a sum Sn=X1+⋯+Xn of (possibly dependent) random variables. We indicate a number of open problems and discuss directions of further research.

Item Type:	Article
Sustainable Development Goals:	Goal 9: Industry, Innovation, and Infrastructure
Theme:	Other
Additional Information:	Survey on compound Poisson approximation.
Keywords (uncontrolled):	compound Poisson approximation , Gini–Kantorovich distance , Kolmogorov’s problem , signed compound Poisson measure , total variation distance
Research Areas:	A. > School of Science and Technology
Item ID:	36842
Depositing User:	Serguei Novak
Date Deposited:	28 Nov 2022 10:06
Last Modified:	28 Nov 2022 10:06
URI:	https://eprints.mdx.ac.uk/id/eprint/36842

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