Kerstan's method for compound Poisson approximation.

DOI10.1214/aop/1068646365zbMath1041.62011OpenAlexW2026241988MaRDI QIDQ1433878

Bero Roos

Publication date: 1 July 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1068646365

zbMATH Keywords

sums of independent random variablescompound Poisson approximationtotal variation distancediscrete self-decomposable distributionsdiscrete unimodal distributionsfinite signed measureKerstan's method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)

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