Informatika i Ee Primeneniya [Informatics and its Applications]
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Inform. Primen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Informatika i Ee Primeneniya [Informatics and its Applications], 2012, Volume 6, Issue 3, Pages 69–73 (Mi ia218)  
Papers to the reports presented at the XXIX International Seminar on Stability Problems for Stochastic Models (Svetlogorsk Kaliningrad region, Russia, 10–16 October 2011)

Estimates of the rate of convergence of the distributions of random sums to variance-gamma distributions

V. E. Beningab, L. M. Zaksc, V. Yu. Korolevba

a Institute for Problems of Informatics of RAS
b M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
c Department of Modeling and Mathematical Statistics, Alpha-Bank
Full-text PDF (152 kB)
References:
PDF
HTML
Abstract: The estimates are constructed for the accuracy of the approximation of the distributions of special random sums of independent random variables with nonzero means by variance-gamma distributions.
Keywords: random sum; negative binomial distribution; gamma-distribution; convergence rate estimate; mixed Poisson distribution; variance-gamma distribution.
Document Type: Article
Language: Russian
Citation: V. E. Bening, L. M. Zaks, V. Yu. Korolev, “Estimates of the rate of convergence of the distributions of random sums to variance-gamma distributions”, Inform. Primen., 6:3 (2012), 69–73
Citation in format AMSBIB
\Bibitem{BenZakKor12}
\by V.~E.~Bening, L.~M.~Zaks, V.~Yu.~Korolev
\paper Estimates of the rate of convergence of the distributions of random sums to variance-gamma distributions
\jour Inform. Primen.
\yr 2012
\vol 6
\issue 3
\pages 69--73
\mathnet{http://mi.mathnet.ru/ia218}
Linking options:
  • https://www.mathnet.ru/eng/ia218
  • https://www.mathnet.ru/eng/ia/v6/i3/p69
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Информатика и её применения
    Statistics & downloads:
    Abstract page:327
    Full-text PDF :73
    References:58
    First page:3
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024