On asymptotic properties of high moments of compound Poisson distribution
Abstract
We study asymptotic behavior of the moments of the sum , where follows the Poisson probability distribution with mean value and is a family of i.i.d. random variables also independent from . We obtain an explicit expression for the leading term of as and study it in dependence of the asymptotic behavior of . In application, we establish a concentration property of maximal vertex degree of large weighted random graphs. Another application is related with a variable that arises in the studies of high moments of large random matrices. Finally, regarding three particular cases of probability distribution of , we comment on the asymptotic behavior of certain combinatorial polynomials, including the Bell polynomials of even partitions.
Keywords
Cite
@article{arxiv.2007.00379,
title = {On asymptotic properties of high moments of compound Poisson distribution},
author = {O. Khorunzhiy},
journal= {arXiv preprint arXiv:2007.00379},
year = {2024}
}
Comments
29 pages, Version 4: references updated, text slightly modified