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A Compound Poisson Convergence Theorem for Sums of -Dependent Variables

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Title A Compound Poisson Convergence Theorem for Sums of -Dependent Variables
 
Creator CEKANAVICIUS, V
VELLAISAMY, P
 
Subject UNBOUNDED FUNCTIONS
APPROXIMATION
DISTRIBUTIONS
EXPECTATIONS
RUNS
Poisson distribution
Compound Poisson distribution
M-dependent variables
Wasserstein norm
Rate of convergence
 
Description We prove the Simons-Johnson theorem for sums of -dependent random variables with exponential weights and limiting compound Poisson distribution . More precisely, we give sufficient conditions for and provide an estimate on the rate of convergence. It is shown that the Simons-Johnson theorem holds for the weighted Wasserstein norm as well. The results are then illustrated for and -runs statistics.
 
Publisher SPRINGER/PLENUM PUBLISHERS
 
Date 2016-01-14T12:11:51Z
2016-01-14T12:11:51Z
2015
 
Type Article
 
Identifier JOURNAL OF THEORETICAL PROBABILITY, 28(3)1145-1164
0894-9840
1572-9230
http://dx.doi.org/10.1007/s10959-014-0540-5
http://dspace.library.iitb.ac.in/jspui/handle/100/17465
 
Language en