Large deviations for integer centered Poisson approximation
type: Item
instance of: scholarly article
title: Large deviations for integer centered Poisson approximation
zbMATH Open document ID: 0962.60014
DOI: 10.1007/BF02465531
author: Pranas Vaitkus
author: Vydas Čekanavičius
published in: Lithuanian Mathematical Journal
publication date: 2000-08-28T00:00:00Z
review text: Let \(X\) be a nonnegative integer-valued random variable, whose factorial cumulants \(\Gamma_k\), \(k\geq 2\), are such that \(|\Gamma_k|\leq k!\lambda/\Delta^{k-1}\) for some \(\Delta\geq 1\). The main results of the paper are Cramér type approximations to the tails of the distribution of \(X\), in terms of corrections to a centred Poisson approximation. The proofs use conjugate distributions and the saddle point method for Fourier inversion.
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 1465828
reviewed by: A. D. Barbour
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1465828