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ESTIMATES IN TOTAL VARIATION FOR CONVOLUTIONS OF COMPOUND DISTRIBUTIONS

Published online by Cambridge University Press:  01 December 1998

VYDAS ČEKANAVIČIUS
VYDAS ČEKANAVIČIUS
Affiliation:
Department of Mathematics, Vilnius University, Naugarduko 24, 2006 Vilnius, Lithuania. E-mail: [email protected]
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Abstract

Combining Le Cam's operator approach with Bergström's identity, estimates are obtained for convolutions of compound measures. The results are exemplified by consideration of asymptotic expansions for Compound Poisson approximation in Le Cam's theorem, approximation of nearly homogeneous portfolios and convergence to Compound Poisson laws.

Type
Notes and Papers
Information
Journal of the London Mathematical Society , Volume 58 , Issue 3 , December 1998 , pp. 748 - 760
Copyright
The London Mathematical Society 1998

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