Compound Poisson Approximations in $$\ell _p$$ ℓ p -norm for Sums of Weakly Dependent Vectors

V. Čekanavičius () and P. Vellaisamy ()
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V. Čekanavičius: Vilnius University
P. Vellaisamy: Indian Institute of Technology Bombay

Journal of Theoretical Probability, 2021, vol. 34, issue 4, 2241-2264

Abstract: 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 $$\ell _\alpha $$ ℓ α -norms are used to obtain the error bounds. The Heinrich method is used for the proofs.

Keywords: Compound Poisson distribution; Expansion in the exponent; $$\ell _p$$ ℓ p norm; Local norm; Multivariate distribution; Primary 62E17; Secondary 60F25 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s10959-020-01042-9

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