Compound Poisson approximations in $\ell_p$-norm for sums of weakly dependent vectors

V. Čekanavičius; P. Vellaisamy

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arXiv · 2003.09650

Compound Poisson approximations in $\ell_p$-norm for sums of weakly dependent vectors

V. Čekanavičius·P. Vellaisamy

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Abstract

The distribution of the sum of 1-dependent lattice vectors with supports on coordinate axes is approximated by a multivariate compound Poisson distribution and by signed compound Poisson measure. The local and $\ell_\alpha$-norms are used to obtain the error bounds. The Heinrich method is used for the proofs.

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V. Čekanavičius, P. Vellaisamy. 2020-03-21. Compound Poisson approximations in $\ell_p$-norm for sums of weakly dependent vectors. https://arxiv.org/abs/2003.09650

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