Poisson approximation for expectations of unbounded functions of independent random variables

Poisson approximation for expectations of unbounded functions of independent random variables

I. S. Borisov and P. S. Ruzankin

Source: Ann. Probab. Volume 30, Number 4 (2002), 1657-1680.

Abstract

Under minimal moment conditions complete asymptotic expansions are obtained for expectations of unbounded functions of a finite family of independent random variables in the Poissonian setting when the distributions of the random variables have large atoms at zero.

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Primary Subjects: 60F05, 60E07

Keywords: Poisson approximation; asymptotic expansions; Lindeberg method

Full-text: Open access

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1039548369
Digital Object Identifier: doi:10.1214/aop/1039548369
Mathematical Reviews number (MathSciNet): MR1944003
Zentralblatt MATH identifier: 1015.60018

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