Approximation by mixtures of multivariate Erlang distributions
Abstract
We prove that finite multivariate Erlang mixture densities with a common rate parameter are dense in the class of probability densities on that belong to , for every dimension and every . 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 , rates of order as the common scale tends to zero, whole-domain convergence in weighted sup norms, weighted and unweighted 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 mixture components, then on fixed compact cubes we obtain an algebraic rate of order ; in global weighted sup norms we obtain the explicit algebraic component-count rate ; and for we obtain corresponding weighted 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 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}
}