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On some approximations for sums of m-dependent random variables
Lithuanian Mathematical Journal ( IF 0.4 ) Pub Date : 2023-06-19 , DOI: 10.1007/s10986-023-09599-8
Jonas Kazys Sunklodas

In this paper, we obtain estimates of the difference |Eh(Sn) − Eh(Zn)| of the expectations of smooth real functions h of the sums Sn = ξ1+⋯+ξn and Zn = Y1+⋯+Yn, where ξ1,, ξn are m-dependent random variables, Y1,, Yn are m0-dependent random variables, and mm0 ≥ 0 are integers. We use the smart path interpolation method.



中文翻译:

关于 m 相关随机变量之和的一些近似

在本文中,我们获得了差异的估计 | E h ( S n ) − E h ( Z n ) | 和S n = ξ 1 +⋯+ ξ nZ n = Y 1 +⋯+ Y n的平滑实函数h的期望值,其中ξ 1 ,, ξ nm相关随机变量,Y 1 ,, Y nm 0相关随机变量,mm 0 ≥ 0 为整数。我们使用智能路径插值方法。

更新日期:2023-06-19
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