This article is cited in 3 papers

Short Communications

On multivariate compound distributions

V. Čekanavičius

Vilnius University

Abstract: Closeness of convolutions of general compound distributions to the compound Poisson law is considered. Generalization of Le Cam's inequality is obtained. The Borovkov–Pfeifer approach of infinite convolutions is extended to the general case of multivariate compound approximations.

Keywords: compound Poisson distribution, total variation, the first uniform Kolmogorov theorem.

Received: 18.07.2000

DOI: 10.4213/tvp3698

 English version: Theory of Probability and its Applications, 2003, 47:3, 493–506

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