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math.PR2019★ 1 cited
On the rate of Poisson approximation to partial sum processes
Pavel S. Ruzankin, Igor S. Borisov
We investigate approximation of a Bernoulli partial sum process to the accompanying Poisson process in the non-i.i.d. case. The rate of closeness is studied in terms of the minimal…
math.PR2014★ 1 cited
On Cox-Kemperman moment inequalities for independent centered random variables
P. S. Ruzankin
In 1983 Cox and Kemperman proved that $\E f(ξ)+ \E f(η) \le \E f(ξ+η)$ for all functions , such that and the second derivative is convex, and all independent c…