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Asimptotiniai skleidiniai didžiųjų nuokrypių zonose / Asymptotic expansion in the large deviation zone

The novelty and originality of the work consists in the fact that in order to obtain asymptotic expansions with optimal values of the remainder terms in the zone of large deviations, along with the cumulant method the classical method of characteristic functions has to be used. In addition, when solving the problems stated in the work, other than the well known results in the problems of limit theorems of the probability theory and mathematical statistics, we have to estimate constants. Technically it is frequently rather a complicated task. The results obtained in the work have good opportunities to be applied in probability theory, mathematical statistics, econometric, etc. That is illustrated in the last section of the work in which theorems of large deviations are proved in the summation of weighted random variables with weights as well as discounted limit theorems.

Identiferoai:union.ndltd.org:LABT_ETD/oai:elaba.lt:LT-eLABa-0001:E.02~2004~D_20050111_161823-34609
Date11 January 2005
CreatorsDeltuvienė, Dovilė
ContributorsJanuškevičius, Romanas, Bloznelis, Mindaugas, Krylovas, Aleksandras, Rudzkis, Rimantas, Čiegis, Raimondas, Sunklodas, Jonas Kazys, Laurinčikas, Antanas, Vilnius Gediminas Technical University
PublisherLithuanian Academic Libraries Network (LABT), Vilnius Gediminas Technical University
Source SetsLithuanian ETD submission system
LanguageLithuanian
Detected LanguageEnglish
TypeDoctoral thesis
Formatapplication/pdf
Sourcehttp://vddb.library.lt/obj/LT-eLABa-0001:E.02~2004~D_20050111_161823-34609
RightsUnrestricted

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