Poisson approximation for expectations of unbounded functions of independent random variables
Borisov, I. S. ; Ruzankin, P. S.
Ann. Probab., Tome 30 (2002) no. 1, p. 1657-1680 / Harvested from Project Euclid
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Under minimal moment conditions complete asymptotic expansions are obtained for expectations of unbounded functions of a finite family of independent random variables in the Poissonian setting when the distributions of the random variables have large atoms at zero.
Publié le : 2002-10-14
Classification:  Poisson approximation,  asymptotic expansions,  Lindeberg method,  60F05,  60E07 
@article{1039548369,
     author = {Borisov, I. S. and Ruzankin, P. S.},
     title = {Poisson approximation for expectations of unbounded functions of independent random variables},
     journal = {Ann. Probab.},
     volume = {30},
     number = {1},
     year = {2002},
     pages = { 1657-1680},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1039548369}
}

Borisov, I. S.; Ruzankin, P. S. Poisson approximation for expectations of unbounded functions of independent random variables. Ann. Probab., Tome 30 (2002) no. 1, pp.  1657-1680. http://gdmltest.u-ga.fr/item/1039548369/