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Large deviations for signed compound Poisson approximations. (English) Zbl 0891.60034
The authors introduce large deviations for signed compound Poisson measures with compounding asymptotic expansions. The main common property for such deviations is the enlargement of the equivalence zone for probabilities and tails in comparison with Poisson and normal approximations.

MSC:
60F10 Large deviations
60G50 Sums of independent random variables; random walks
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