Compound Poisson approximation

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

PDF - Published version (with publisher's formatting)
Available under License Creative Commons Attribution 4.0.

Download (798kB) | Preview


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:
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

Actions (login required)

View Item View Item


Activity Overview
6 month trend
6 month trend

Additional statistics are available via IRStats2.