منابع مشابه
A Compound Poisson Convergence Theorem for Sums of m-Dependent Variables
We prove the Simons-Johnson theorem for the sums Sn of m-dependent random variables, with exponential weights and limiting compound Poisson distribution CP(s, λ). More precisely, we give sufficient conditions for ∑ ∞ k=0 ehk|P (Sn = k)−CP(s, λ){k}| → 0 and provide an estimate on the rate of convergence. It is shown that the Simons-Johnson theorem holds for weighted Wasserstein norm as well. The...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1991
ISSN: 0091-1798
DOI: 10.1214/aop/1176990555