Compound Poisson approximation

Autor: Čekanavičius, Vydas, Novak, S. Y.
Rok vydání: 2022
Předmět:
Zdroj: Probability surveys, Berkely : Probability surveys, 2022, vol. 19, p. 271-350
ISSN: 1549-5787
Popis: We overview the results on the topic of compound Poisson approximation to the distribution of a sum S-n = X-1 + . . . + X-n of (possibly dependent) random variables. We indicate a number of open problems and discuss directions of further research.
Databáze: OpenAIRE