Name: Compound Poisson Approximations for Sums of Random Variables
Creator: Serfozo, Richard F.
Keywords: Compound Poisson distribution, total variation distance, sums of dependent variables, rare Markovian events, 60E15, 60F99, 60J10

Compound Poisson Approximations for Sums of Random Variables

Other literature type English OPEN

Serfozo, Richard F.;

(1986)

Publisher: The Institute of Mathematical Statistics

Journal: issn: 0091-1798

Publisher copyright policies & self-archiving

Related identifiers: doi: 10.1214/aop/1176992379
Subject: Compound Poisson distribution | total variation distance | sums of dependent variables | rare Markovian events | 60E15 | 60F99 | 60J10

We show that a sum of dependent random variables is approximately compound Poisson when the variables are rarely nonzero and, given they are nonzero, their conditional distributions are nearly identical. We give several upper bounds on the total-variation distance betwe... View more

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