Lietuvos Matematikos Rinkinys (Dec 2011)

Asymptotic expansions for distribution of sums quasi-lattice random variables

  • Algimantas Bikelis,
  • Kazimieras Padvelskis,
  • Pranas Vaitkus

DOI
https://doi.org/10.15388/LMR.2011.tt03
Journal volume & issue
Vol. 52, no. proc. LMS

Abstract

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Althoug Chebyshev [3] and Edeworth [5] had conceived of the formal expansions for distribution of sums of independent random variables, but only in Cramer’s work [4] was laid a proper foundation of this problem. In the case when random variables are lattice Esseen get the asymptotic expansion in a new different form. Here we extend this problem for quasi-lattice random variables.

Keywords