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$\ell^{\infty}$ Poisson invariance principles from two classical Poisson limit theorems and extension to non-stationary independent sequences (2205.14541v1)

Published 28 May 2022 in math.PR and math.FA

Abstract: The simple L\'evy Poisson process and scaled forms are explicitly constructed from partial sums of independent and identically distributed random variables and from sums of non-stationary independent random variables. For the latter, the weak limits are scaled Poisson processes. The method proposed here prepares generalizations to dependent data, to associated data in the first place.

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