Total variation distance and compound poisson approximations for random sums

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastic Analysis and Applications Pub Date : 2024-03-08 DOI:10.1080/07362994.2024.2321348

Stathis Chadjiconstantinidis

引用次数: 0

Abstract

We derive new upper bounds for the total variation distance between compound Poisson distributions as well as between a random sum and a compound Poisson distribution, and as a result we also obtai...

查看原文本刊更多论文

随机总和的总变异距离和复合泊松近似值

我们为复合泊松分布之间以及随机和与复合泊松分布之间的总变异距离推导出了新的上限，并因此得出了...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Stochastic Analysis and Applications 数学-统计学与概率论

CiteScore

2.70

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.