MOMENT GENERATING FUNCTIONS OF RANDOM VARIABLES AND ASYMPTOTIC BEHAVIOUR FOR GENERALIZED FELLER OPERATORS

被引：0

作者：

Ji-hua Xu

Jing-hui Zhao (Department of Mathematics

机构：

来源：

Journal of Computational Mathematics | 2000年 / 02期

关键词：

Generalized Feller operator; Moment generating function; Higher order asymptotic formula; Regular n-r order moment; Generalized Taylor formula;

D O I：

暂无

中图分类号：

O241 [数值分析];

学科分类号：

070102 ;

摘要：

After giving the representation of moment generating function for the S--λ type random variable by solving a differential equation, we prove that this type random variable is of regular n--r order moment. Furthermore we establish the higher order asymptotic formula for generalized Feller operators by making use of the generalized Taylor formula.

引用

页码：173 / 182

页数：10

共 50 条

[1] Moment generating functions of random variables and asymptotic behaviour for generalized Feller operators
2000, ICMSEC, Beijing, China (18):
[2] Moment generating functions of random variables and asymptotic behaviour for generalized Feller operators
Xu, JH
Zhao, JH
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2000, 18 (02) : 173 - 182
[3] On the moment generating functions for integer valued random variables
Song, Pingfan
Wang, Shaochen
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 48 (20) : 5169 - 5174
[4] ON EMPIRICAL MOMENT-GENERATING FUNCTIONS OF RANDOM-VARIABLES
MAIBORODA, RE
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1988, 32 (01) : 181 - 181
[5] Saddlepoint approximation for moment generating functions of truncated random variables
Butler, RW
Wood, ATA
ANNALS OF STATISTICS, 2004, 32 (06): : 2712 - 2730
[6] Simulating random variables using moment-generating functions and the saddlepoint approximation
McLeish, Don
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2014, 84 (02) : 324 - 334
[7] Moment inequalities for functions of independent random variables
Boucheron, S
Bousquet, O
Lugosi, G
Massart, P
ANNALS OF PROBABILITY, 2005, 33 (02): : 514 - 560
[8] Asymptotic behavior for iterated functions of random variables
Li, D
Rogers, TD
ANNALS OF APPLIED PROBABILITY, 1999, 9 (04): : 1175 - 1201
[9] Moment generating functions of generalized fading distributions and applications
da Costa, Daniel Benevides
Yacoub, Michel Daoud
IEEE COMMUNICATIONS LETTERS, 2008, 12 (02) : 112 - 114
[10] On the asymptotic approximation of inverse moment for non negative random variables
Yang, Wenzhi
Hu, Shuhe
Wang, Xuejun
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (16) : 7787 - 7797

← 1 2 3 4 5 →