Mathematics

Vydas Čekanavičius, Simona Jokubauskienė

2026.1.1Modern Stochastics-Theory and Applications

DOI: 10.15559/26-vmsta301

Abstract

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. Bergstr\"om -type asymptotic expansion is constructed. The accuracy of approximation is estimated in the total variation metric and, in many cases, is of the order $O(n^{-1})$.

Citation format

ČEKANAVIČIUS, Vydas; JOKUBAUSKIENĖ, Simona. Multidimensional compound poisson approximations for symmetric distributions [preprint]. arXiv, 2026. arXiv:2601.16554.