Mixed Compound Poisson Distributions
نویسندگان
چکیده
منابع مشابه
Measure Concentration for Compound Poisson Distributions
Abstract: We give a simple development of the concentration properties of compound Poisson measures on the nonnegative integers. A new modification of the Herbst argument is applied to an appropriate modified logarithmic-Sobolev inequality to derive new concentration bounds. When the measure of interest does not have finite exponential moments, these bounds exhibit optimal polynomial decay. Sim...
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 1986
ISSN: 0515-0361,1783-1350
DOI: 10.1017/s051503610001165x