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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
中文翻译:
关于 m 相关随机变量之和的一些近似
更新日期:2023-06-19
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 m ≥ m0 ≥ 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 n和Z n = Y 1 +⋯+ Y n的平滑实函数h的期望值,其中ξ 1 , … , ξ n是m相关随机变量,Y 1 , … , Y n是m 0相关随机变量,m ≥ m 0 ≥ 0 为整数。我们使用智能路径插值方法。