Use this URL to cite this publication: https://hdl.handle.net/20.500.14911/133445
Asymptotic expansion of the distribution density function for the sum of random variables in the series scheme in large deviation zones
Publication Type (CRIS)
Straipsnis Web of Science duomenų bazėje / Article in Web of Science database (S1a)
Publication Type (eLABa)
Straipsnis Web of Science DB / Web of Science DB article (S1)
Title
Asymptotic expansion of the distribution density function for the sum of random variables in the series scheme in large deviation zones
D. Deltuvienė, L. Saulis
Is part of
Acta applicandae mathematicae : an international survey journal on applying mathematics and mathematical applications
Published In
| Year | Volume | Issue | Start Page | End Page |
|---|---|---|---|---|
2003 | 78 | 1-3 | 1 | 3 |
Publisher
Dordrecht : Kluwer Academic Publishers
Publisher (trusted)
Kluwer Academic Publishers
Extent
p. 1-3
Science / Art Area
Gamtos mokslai / Natural Sciences (N)
Field of Science / Art
Matematika / Mathematics (N001)
Abstract (en)
The work is designated for obtaining asymptotic expansions and determination of structures of the remainder terms that take into consideration large deviations both in the Cramer zone and Linnik power zones for the distribution density function of sums of independent random variables in a triangular array scheme. The result was obtained using general Lemma 6.1 of Saulis and Statulevičius in Limit Theorems for Large Deviations (Kluwer, 1991) and joining the methods of characteristic functions and cumulants. The work extends the theory of sums of random variables and in a special case, improves S. A.Book's results on sums of random variables with weights.
Resource Type (COAR)
TextJournalJournal articleResearch article
Language
Anglų / English (en)
Country
Nyderlandai / Netherlands (NL)
Owning collection
ISSN (of the container)
0167-8019
eLABa ID
3628155