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Approximation by mixtures of multivariate Erlang distributions

Statistics Theory 2026-03-20 v1 Statistics Theory

Abstract

We prove that finite multivariate Erlang mixture densities with a common rate parameter are dense in the class of probability densities on R+d\mathbb{R}_{+}^{d} that belong to LpL^{p}, for every dimension dNd\in\mathbb{N} and every 1p<1\le p<\infty. The argument is constructive: the one-dimensional Sz\'asz--Mirakjan--Kantorovich operator yields Erlang mixture approximations, and its tensor product yields multivariate approximants with a common scale. We then obtain several quantitative consequences. These include compact-set uniform approximation bounds and, under local H\"older conditions of order α(0,1]\alpha\in(0,1], rates of order nα/2n^{-\alpha/2} as the common scale 1/n1/n tends to zero, whole-domain convergence in weighted sup norms, weighted and unweighted LpL^{p} rates, and explicit rates for finite mixtures indexed by the number of mixture components. In particular, if the approximating density is required to have at most KK mixture components, then on fixed compact cubes we obtain an algebraic rate of order Kα/(2d)K^{-\alpha/(2d)}; in global weighted sup norms we obtain the explicit algebraic component-count rate Kα/[2d(2d+α)]K^{-\alpha/[2d(2d+\alpha)]}; and for 1<p<1<p<\infty we obtain corresponding weighted LpL^{p} component-count rates. The results strengthen the weak-approximation theory for multivariate Erlang mixture distributions and yield immediate corollaries for broader classes such as product-gamma mixtures. \noindent\textbf{Keywords:} multivariate Erlang mixtures; Erlang distributions; Sz\'asz--Mirakjan--Kantorovich operator; density approximation; weighted LpL^{p} approximation; approximation rates.

Keywords

Cite

@article{arxiv.2603.18506,
  title  = {Approximation by mixtures of multivariate Erlang distributions},
  author = {Hien Duy Nguyen},
  journal= {arXiv preprint arXiv:2603.18506},
  year   = {2026}
}
R2 v1 2026-07-01T11:27:29.731Z