Estimates in Total Variation for Convolutions of Compound Distributions

DOI10.1112/S0024610798006693zbMath0938.60037MaRDI QIDQ4265455

Vydas Čekanavičius

Publication date: 21 June 2000

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

factorial momentsoperator methodBergström's identitycomparison by means of asymptotic expansionLeCam's theorem

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (7)

Compound Poisson approximation ⋮ On variational bounds in the compound Poisson approximation of the individual risk model ⋮ Kerstan's method for compound Poisson approximation. ⋮ Lower-bound estimates for Poisson-type approximations ⋮ Compound Poisson approximation to weighted sums of symmetric discrete variables ⋮ Infinitely divisible approximations for discrete nonlattice variables ⋮ Remarks on estimates in the total-variation metric

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