A refined Laplace-type asymptotic formula with O(log n) remainder is derived for the tail probability of the product of independent Poisson random variables using saddle-point methods and the Lambert function.
Extreme shock model with change point based on the Poisson process shocks.Appl
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Asymptotic formulas for products of Poisson distributions
A refined Laplace-type asymptotic formula with O(log n) remainder is derived for the tail probability of the product of independent Poisson random variables using saddle-point methods and the Lambert function.