This article is cited in 10 papers

On compound Poisson approximations under moment restrictions

V. Čekanavičius

Vilnius University

Abstract: We consider the analogue of the first uniform Kolmogorov theorem in the scheme of series. Zaitsev's hypothesis on accuracy of approximation is partially confirmed. As approximations we use compound Poisson approximations and compound Poisson measures with a sign.

Keywords: compound Poisson distribution, variation, uniform distance.

Received: 12.05.1997

DOI: 10.4213/tvp598

 English version: Theory of Probability and its Applications, 2000, 44:1, 18–28

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