Normal and poisson approximation of infinitely divisible distribution functions

DOI10.1080/02331889108802342zbMath0751.60020OpenAlexW2088434475MaRDI QIDQ3989508

Udo Lorz, Lothar Heinrich

Publication date: 28 June 1992

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889108802342

zbMATH Keywords

infinitely divisiblespectral measurePoisson-Charlier expansionlattice infinitely divisible random variable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items (5)

Nonnormal Small Jump Approximation of Infinitely Divisible Distributions ⋮ On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes ⋮ Estimation of linear functionals of Poisson processes ⋮ Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables ⋮ Unnamed Item

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• On the analytical structure of the constant in the nonuniform version of the esseen inequality
• Approximation der Verteilungen von Summen unabhängiger nichtnegativer ganzzahliger Zufallsgrößen durch Poissonsche Verteilungen
• The probability generating functional

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