English

Asymptotic formulas for products of Poisson distributions

Probability 2026-04-06 v2

Abstract

In this paper, we study the asymptotic behaviour of the product tail probability P(ξ1ξNn), \mathbb{P}(\xi_1\cdots\xi_N \geqslant n), where {ξ1,,ξN}\{\xi_1,\ldots,\xi_N\} is a finite collection of independent Poisson random variables with positive parameters λ1,,λN\lambda_1,\ldots,\lambda_N. We derive a refined Laplace-type asymptotic formula for the tail probability, based on Stirling's logarithmic approximation, a constrained saddle-point method, the Lambert function, and a careful evaluation of the constrained Gaussian prefactor. This yields an explicit approximation with an O(logn)O(\log n) remainder term in the exponent.

Keywords

Cite

@article{arxiv.2603.08598,
  title  = {Asymptotic formulas for products of Poisson distributions},
  author = {Džiugas Chvoinikov and Jonas Šiaulys},
  journal= {arXiv preprint arXiv:2603.08598},
  year   = {2026}
}