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Let $X = [X_t : t \in \mathbb{Z}] \sim P$ and $Y = [Y_t : t \in \mathbb{Z}]\sim Q$ be two stochastic processes. Let's define the Mallows metric. Let $\mathcal{M}_m$ be the random vectors $(X,Y)$ havin …

Let $\mathcal{P}$ be the set of real-valued and strictly stationary processes with expectation zero and finite variance, i.e.: \begin{equation} \mathcal{P}:=\left\{ X = (X_t)_{t \in \mathbb{Z}} \, …

I want to understand an approximation of a compound Poisson distribution in this paper. First, let's set the environment. Consider $\mathcal{P}$ the class of distributions of real-valued and strictly …

We know that a Poisson distribution can be approximated by a binomial distribution. More exactly, let $(X_{jn})_{1\leq j \leq n}$ be a i.i.d. triangular array such that $$P[X_{jn}= 1 ] = p_n = 1- P[X_ …