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This article is cited in 8 scientific papers (total in 8 papers)
On a method of expansion of the probabilities of lattice random variables
Š. Jakševičius Lithuanian University of Agriculture
Abstract:
Asymptotic expansions are widely used in studying properties of probabilities. One can mention in this connection papers by Cramйr, Richter, Petrov, Statulyavichus, Saulis, Franken, Kalinin, Bikyalis, Zhemaitis, and many others. Expansions of such a kind are constructed, as a rule, by means of semi-invariants in the case of continuous random variables (r.v.'s) and by means of factorial semi-invariants in the case of lattice r.v.'s. In this paper different expansions for the probabilities of sums of independent identically distributed lattice r.v.'s are considered. These expansions use other numerical characteristics, namely, the values of the derivatives of the logarithm of a generating function at point zero. The advantages of the method are discussed in detail.
Keywords:
sum of independent identically distributed lattice random variables, generating function, the value at point zero of the derivative of the logarithm of a generating function.
Received: 27.09.1994 Revised: 17.05.1995
Citation:
Š. Jakševičius, “On a method of expansion of the probabilities of lattice random variables”, Teor. Veroyatnost. i Primenen., 42:2 (1997), 294–307; Theory Probab. Appl., 42:2 (1998), 271–282
Linking options:
https://www.mathnet.ru/eng/tvp1804https://doi.org/10.4213/tvp1804 https://www.mathnet.ru/eng/tvp/v42/i2/p294
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Abstract page: | 233 | Full-text PDF : | 176 | First page: | 10 |
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