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 where is a finite collection of independent Poisson random variables with positive parameters . 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 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}
}