Infinitely divisible approximations for discrete nonlattice variables
Keyword(s):
Sums of independent random variables concentrated on discrete, not necessarily lattice, set of points are approximated by infinitely divisible distributions and signed compound Poisson measures. A version of Kolmogorov's first uniform theorem is proved. Second-order asymptotic expansions are constructed for distributions with pseudo-lattice supports.
2003 ◽
Vol 35
(4)
◽
pp. 982-1006
◽
2003 ◽
Vol 35
(1)
◽
pp. 228-250
◽
2003 ◽
Vol 35
(01)
◽
pp. 228-250
◽
1967 ◽
Vol 4
(02)
◽
pp. 402-405
◽
1997 ◽
Vol 29
(02)
◽
pp. 374-387
◽