Multidimensional compound Poisson approximations for symmetric distributions
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. Bergström -type asymptotic expansion is constructed. The accuracy of approximation is estimated in the total variation metric and, in many cases, is of the order $O(n^{-1})$.
math.PR↗