A COMPOUND POISSON CONVERGENCE THEOREM
成果类型：
Article
署名作者：
WANG, YH
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176990555
发表日期：
1991
页码：
452-455
关键词：
摘要：
In 1971, Simons and Johnson showed that the classical theorem of binomial to Poisson convergence is actually stronger than in the usual sense. Their result was proved valid also for the distributions of sums of independent, but not necessarily identically distributed, Bernoulli random variables by Chen in 1974. Here we show that their result is indeed true for a much larger class of random variables. The limiting distribution is generalized to a compound Poisson distribution.