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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1997 Volume 42, Issue 2, Pages 294–307 (Mi tvp1804)

This article is cited 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 Cramér, 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

DOI: 10.4213/tvp1804


 English version:
Theory of Probability and its Applications, 1998, 42:2, 271–282

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