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October 2002 Poisson approximation for expectations of unbounded functions of independent random variables
I. S. Borisov, P. S. Ruzankin
Ann. Probab. 30(4): 1657-1680 (October 2002). DOI: 10.1214/aop/1039548369

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.

Citation

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I. S. Borisov. P. S. Ruzankin. "Poisson approximation for expectations of unbounded functions of independent random variables." Ann. Probab. 30 (4) 1657 - 1680, October 2002. https://doi.org/10.1214/aop/1039548369

Information

Published: October 2002
First available in Project Euclid: 10 December 2002

zbMATH: 1015.60018
MathSciNet: MR1944003
Digital Object Identifier: 10.1214/aop/1039548369

Subjects:
Primary: 60E07 , 60F05

Keywords: asymptotic expansions , Lindeberg method , Poisson approximation

Rights: Copyright © 2002 Institute of Mathematical Statistics

Vol.30 • No. 4 • October 2002
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