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Paper detail

Rare events and Poisson point processes

The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates for the closeness between the sample containing independent observations of rare events and the Poisson point process which is obtained after a Poissonization of the initial sample.

preprint2018arXivOpen access
Friedrich GötzeAndrei Yu. Zaitsev
math.PR
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Friedrich GötzeAndrei Yu. Zaitsev

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