Timeline for Rate of Convergence of Compound Poisson Laws to Infinitely Divisible Laws
Current License: CC BY-SA 3.0
18 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 1 at 19:58 | comment | added | Michael Hardy | (My comment above presupposes the existence of an infinitely divisible law with a negative cumulant of even degree. I don't know an example off hand. But once I asked about this, I think on sci.math.research, and if I recall correctly, it may have been Herman Rubin who posted an example. But I don't remember what it was.) | |
| Jan 1 at 19:55 | comment | added | Michael Hardy | $$\begin{align} & \text{“It is known that every infinitely divisible} \\ & \phantom{“} \text{random variable is the limit in law of a} \\ & \phantom{“} \text{sequence of compound Poisson random} \\ & \phantom{\text{“}} \text{variables”} \end{align}$$ A compound Poisson random variable cannot have a negative cumulant of even degree because its cumulants are equal to the moments of the distribution that is compounded. Would this mean that distributions with nonnegative even-degree cumulants can converge in law to a distribution with a negative even-degree cumulant? So there's a discontinuity? | |
| Jul 31, 2018 at 15:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jul 1, 2018 at 14:37 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jun 1, 2018 at 14:12 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| May 2, 2018 at 13:27 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Apr 2, 2018 at 12:55 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Mar 3, 2018 at 12:25 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Feb 1, 2018 at 11:49 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jan 2, 2018 at 11:20 | answer | added | user69642 | timeline score: 1 | |
| Dec 10, 2017 at 16:33 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Nov 10, 2017 at 16:16 | answer | added | Gytis | timeline score: 0 | |
| Nov 10, 2017 at 15:54 | comment | added | Gytis | Hi, if you have not found anything by now (which I doubt) maybe this paper and references therein could be helpful to you: link.springer.com/article/10.1007/s10986-014-9225-0 | |
| Feb 15, 2015 at 18:27 | history | edited | Goulifet | CC BY-SA 3.0 |
added 17 characters in body
|
| Feb 15, 2015 at 12:59 | history | edited | Goulifet | CC BY-SA 3.0 |
Adding a more general question.
|
| Feb 13, 2015 at 18:51 | history | edited | Ricardo Andrade | CC BY-SA 3.0 |
edited tags
|
| Feb 13, 2015 at 14:11 | history | edited | Goulifet | CC BY-SA 3.0 |
added 24 characters in body
|
| Feb 13, 2015 at 12:06 | history | asked | Goulifet | CC BY-SA 3.0 |