Multidimensional compound Poisson approximations for symmetric distributions

Vydas Čekanavičius; Simona Jokubauskienė

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arXiv · 2601.16554

Multidimensional compound Poisson approximations for symmetric distributions

Vydas Čekanavičius·Simona Jokubauskienė

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Abstract

Distribution of the sum of independent identically distributed symmetric lattice vectors is approximated by the accompanying compound Poisson law and the second-order Hipp-type signed compound Poisson measure. Bergstr\"om -type asymptotic expansion is constructed. The accuracy of approximation is estimated in the total variation metric and, in many cases, is of the order $O(n^{-1})$.

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Vydas Čekanavičius, Simona Jokubauskienė. 2026-01-23. Multidimensional compound Poisson approximations for symmetric distributions. https://arxiv.org/abs/2601.16554

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