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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 4, Pages 585–601
(Mi tvp895)
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This article is cited in 6 scientific papers (total in 6 papers)
Некоторые теоремы типа восстановления
S. V. Nagaev Tashkent
Abstract:
Let $F(x)$ be a distribution function with $F(0)=0$ and
$$
H(x,A)=\sum_{k=0}^\infty A^kF_k(x),\quad A>0,
$$
where $F_k(x)$, $k\ge1$, is the $k$-th convolution of $F(x)$ and $F_0(x)$ is the degenerate distribution function with the unit jump at $x=0$.
In the paper the asymptotic behaviour of $H(x,A)-H(x-l,A)$ is studied. The dominant term and an estimate for the remainder are obtained, $F(x)$ being assumed 1) to be of the lattice type or to have a non-zero absolutely continuous component and 2) to have a finite number of moments or to satisty well-known Cramér's condition.
Received: 07.03.1967
Citation:
S. V. Nagaev, “Некоторые теоремы типа восстановления”, Teor. Veroyatnost. i Primenen., 13:4 (1968), 585–601; Theory Probab. Appl., 13:4 (1968), 547–563
Linking options:
https://www.mathnet.ru/eng/tvp895 https://www.mathnet.ru/eng/tvp/v13/i4/p585
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