Asymptotic expansion in the zones of large deviations in terms of Lyapunov's fractions
Tarkime, kad atsitiktiniai dyžiai (at.d.) ξj su vidurkiais Eξj = 0 ir dispersijomis σj2 = E ξj2 > 0, j = 1, 2, ... , n, tenkina sąlygą: ∃ dydžiai γ > 0 ir τn > 0 tokie, kad Liapunovo trupmenos Lk, n := ∑j =1n E|ξj|k/ Bnk ≤ (k!)1 + γ/ τnk-2, k =3, 4, ... , Bn2 = ∑j =1n σj2. Esant patenk...
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
1998-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Online Access: | https://ojs.test/index.php/LMR/article/view/37990 |
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