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Asymptotic Expansions in the Compound Poisson Limit Theorem
Authors:B. Grigelionis
Affiliation:(1) Institute of Mathematics and Informatics, Akademijos 4, LT-2600 Vilnius, and;(2) Vilnius University, Naugarduko 24, LT-2006 Vilnius, Lithuania. e-mail
Abstract:A triangular array of independent infinitesimal integer-valued random variables is considered. Asymptotic expansions for the probability distributions of sums of these variables are investigated in the case of the limiting compound Poisson laws.
Keywords:compound Poisson distribution  triangular array  asymptotic expansion  characteristic function  generalized Poisson distribution
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