Infinitely divisible approximations for discrete nonlattice variables

Authors
Citation
Cekanavicius,v, Infinitely divisible approximations for discrete nonlattice variables, Advances in applied probability , 35(2), 2003, pp. 982-1006
ISSN journal
00018678
Volume
35
Issue
2
Year of publication
2003
Pages
982 - 1006
Database
ACNP
SICI code
Abstract
Sums of independent random variables concentrated on discrete, not necessarily latice, set of points are approximated by infinitely divisible distributions and signed compound Poison measures. A version of Kolmogorov's first uniform theorem is proved. Second-order asymptotic expansions are constructed for distributions with pseudo-attice supports.