| Title |
Compound Poisson approximation |
| Authors |
Čekanavičius, Vydas ; Novak, S. Y |
| DOI |
10.1214/22-PS8 |
| Full Text |
|
| Is Part of |
Probability surveys.. Berkely : Probability surveys. 2022, vol. 19, p. 271-350.. ISSN 1549-5787 |
| Keywords [eng] |
Compound Poisson approximation ; signed compound Poisson measure ; Kolmogorov's problem ; total variation distance ; Gini-Kantorovich distance |
| Abstract [eng] |
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. |
| Published |
Berkely : Probability surveys |
| Type |
Journal article |
| Language |
English |
| Publication date |
2022 |
| CC license |
|
