On smoothing properties of compound Poisson distributions
The main contributions are estimates of analogs of the uniform Kolmogorov distance and Lévy concentration function of products of terms of the type \((F-E)^k\exp[a(F-E)]\), where products and powers are in the convolution sense, \(F\) is a distribution function and \(E\) is the distribution concentrated at zero. Some applications to sums of a random number of random variables are also given.
scientific article; zbMATH DE number 939517
scientific article