Asymptotic Analysis of Distributions of Maximum Deviations in a Lattice Random Walk
Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 4, pp. 393-409
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An algorithm is described for constructing asymptotic expansions of distributions for maximum deviations of normalized sums of independent uniformly distributed stochastic lattice variables having finite moments of a rather high order. Asymptotic analysis of equations having a small parameter is employed.
@article{TVP_1962_7_4_a1,
author = {V. S. Korolyuk},
title = {Asymptotic {Analysis} of {Distributions} of {Maximum} {Deviations} in a {Lattice} {Random} {Walk}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {393--409},
publisher = {mathdoc},
volume = {7},
number = {4},
year = {1962},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1962_7_4_a1/}
}
TY - JOUR AU - V. S. Korolyuk TI - Asymptotic Analysis of Distributions of Maximum Deviations in a Lattice Random Walk JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1962 SP - 393 EP - 409 VL - 7 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1962_7_4_a1/ LA - ru ID - TVP_1962_7_4_a1 ER -
V. S. Korolyuk. Asymptotic Analysis of Distributions of Maximum Deviations in a Lattice Random Walk. Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 4, pp. 393-409. http://geodesic.mathdoc.fr/item/TVP_1962_7_4_a1/