Nonnormal Small Jump Approximation of Infinitely Divisible Distributions

DOI10.1239/aap/1418396239zbMath1310.60013arXiv1304.6326OpenAlexW2964254455MaRDI QIDQ2939262

Zhiyi Chi

Publication date: 19 January 2015

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.6326

zbMATH Keywords

samplinginfinitely divisiblecompound Poisson approximationnormal approximationgamma approximationcumulant matching

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)

Related Items

The asymptotics of the clustering transition for random constraint satisfaction problems ⋮ Nonnormal Small Jump Approximation of Infinitely Divisible Distributions

Uses Software

• DLMF

Cites Work

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