1. Preliminaries
2. Poisson limit theorem
3. Accuracy of Poisson approximation
4. Applications
5. Compound Poisson limit theorem
6. Accuracy of CP approximation: rare events
7. Accuracy of CP approximation: discrete random variables
8. Sums of m-dependent integer-valued random variables
9. Markov Binomial distribution
10. Compound Poisson approximations related to Kolmogorov’s problem
11. Compound Poisson approximation for sequences of random variables
12. Multivariate compound Poisson approximation
13. Compound Poisson process approximation
14. Appendix.
Biography
Vydas Čekanavičius is a Professor of Mathematics at the Institute of Applied Mathematics, Faculty of Mathematics and Informatics, Vilnius University. He is the author of “Approximation Methods in Probability Theory”, Springer, 2016.
Dr S.Y. Novak works at Middlesex University London. He is the author of “Extreme value methods with applications to finance”, Chapman & Hall/CRC Press, 2011.
