Please use this identifier to cite or link to this item: http://dspace.library.iitb.ac.in/xmlui/handle/100/17465
Title: A Compound Poisson Convergence Theorem for Sums of -Dependent Variables
Authors: CEKANAVICIUS, V
VELLAISAMY, P
Keywords: Unbounded Functions
Approximation
Distributions
Expectations
Runs
Issue Date: 2015
Publisher: SPRINGER/PLENUM PUBLISHERS
Citation: JOURNAL OF THEORETICAL PROBABILITY, 28(3)1145-1164
Abstract: 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.
URI: http://dx.doi.org/10.1007/s10959-014-0540-5
http://dspace.library.iitb.ac.in/jspui/handle/100/17465
ISSN: 0894-9840
1572-9230
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