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

被引：0

作者：

Jihua Xu

Jinghui Zhao Department of Mathematics Hubei University Wuhan China ^{[430062
]}

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