25 research outputs found
The accuracy of merging approximation in generalized St. Petersburg games
Full text linkMerging asymptotic expansions of arbitrary length are established for the
distribution functions and for the probabilities of suitably centered and
normalized cumulative winnings in a full sequence of generalized St. Petersburg
games, extending the short expansions due to Cs\"org\H{o}, S., Merging
asymptotic expansions in generalized St. Petersburg games, \textit{Acta Sci.
Math. (Szeged)} \textbf{73} 297--331, 2007. These expansions are given in terms
of suitably chosen members from the classes of subsequential semistable
infinitely divisible asymptotic distribution functions and certain derivatives
of these functions. The length of the expansion depends upon the tail
parameter. Both uniform and nonuniform bounds are presented.Comment: 30 pages long version (to appear in Journal of Theoretical
Probability); some corrected typo
Asymptotic distribution of x2-type statistics
No full textMatematikos ir statistikos katedraVilniaus universitetasVytauto Didžiojo universiteta
A non-uniform estimate of the rate of convergence in the central limit theorem for m-dependent random fields
No full textThe Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables
No full text
