<p>Distribution of the sum of independent lattice vectors is approximated by accompanying compound Poisson distribution and Hipp-type signed compound Poisson measure. The accuracy of approximation is estimated in point and <i>ℓ</i><sub><i>r</i></sub>, <i>r</i> ≥ 2, metrics. It is shown that the smallness of estimates directly depends on the dimension of random vectors.</p>

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Multivariate Hipp-type compound Poisson approximations for lattice distributions. I

  • Simona Jokubauskienė,
  • Vydas Čekanavičius

摘要

Distribution of the sum of independent lattice vectors is approximated by accompanying compound Poisson distribution and Hipp-type signed compound Poisson measure. The accuracy of approximation is estimated in point and r, r ≥ 2, metrics. It is shown that the smallness of estimates directly depends on the dimension of random vectors.