Compound Poisson approximation

Article

Čekanavičius, V. and Novak, S. 2022. Compound Poisson approximation. Probability Surveys. 19, pp. 271-350. https://doi.org/10.1214/22-PS8
TypeArticle
TitleCompound Poisson approximation
AuthorsČekanavičius, V. and Novak, S.
Abstract

We overview the results on the topic of compound Poisson approximation to the distribution of a sum Sn=X1+⋯+Xn of (possibly dependent) random variables. We indicate a number of open problems and discuss directions of further research.

Keywordscompound Poisson approximation , Gini–Kantorovich distance , Kolmogorov’s problem , signed compound Poisson measure , total variation distance
Sustainable Development Goals9 Industry, innovation and infrastructure
PublisherInstitute of Mathematical Statistics
Bernoulli Society for Mathematical Statistics and Probability
JournalProbability Surveys
ISSN1549-5787
Publication dates
Print01 Jan 2022
Publication process dates
Deposited28 Nov 2022
Accepted01 Jan 2022
Output statusPublished
Publisher's version
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File Access Level
Open
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Survey on compound Poisson approximation.

Digital Object Identifier (DOI)https://doi.org/10.1214/22-PS8
LanguageEnglish
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