Multidimensional compound Poisson approximations for symmetric distributions
Abstract
Distribution of the sum of independent identically distributed symmetric lattice vectors is approximated by the accompanying compound Poisson law and the second-order Hipp-type signed compound Poisson measure. Bergström -type asymptotic expansion is constructed. The accuracy of approximation is estimated in the total variation metric and, in many cases, is of the order $O(n^{-1})$.
Fields of Study & Subjects
Probability and Statistical Research
Probability and Risk Models
Point processes and geometric inequalities
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 23 January 2026
- Document type
- Preprint