Poisson approximation in terms of the Gini-Kantorovich distance
Article
Novak, S. 2021. Poisson approximation in terms of the Gini-Kantorovich distance. Extremes. 24 (1), pp. 64-87. https://doi.org/10.1007/s10687-020-00392-1
Type | Article |
---|---|
Title | Poisson approximation in terms of the Gini-Kantorovich distance |
Authors | Novak, S. |
Abstract | It is long known that the distribution of a sum Sn of independent non-negative integer-valued random variables can often be approximated by a Poisson law: Sn≈πλ, where . The problem of evaluating the accuracy of such approximation has attracted a lot of attention in the past six decades. From a practical point of view, the problem has important applications in insurance, reliability theory, extreme value theory, etc.; from a theoretical point of view, it provides insights into Kolmogorov’s problem. |
Publisher | Springer |
Journal | Extremes |
ISSN | 1386-1999 |
Electronic | 1572-915X |
Publication dates | |
Online | 08 Jan 2021 |
31 Mar 2021 | |
Publication process dates | |
Deposited | 23 Apr 2021 |
Accepted | 10 Aug 2020 |
Output status | Published |
Copyright Statement | This file is a Preprint - short version of an article published in Extremes. The final authenticated version is available online at: http://dx.doi.org/10.1007/s10687-020-00392-1 |
Digital Object Identifier (DOI) | https://doi.org/10.1007/s10687-020-00392-1 |
Language | English |
First submitted version | File Access Level Restricted |
https://repository.mdx.ac.uk/item/89551
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