Discounted payments theorems for large deviations
Let Z(t) = Σ j=1N(t) Xj, t ≥ 0, be a stochastic process, where Xj are independent identically distributed random variables, and N(t) is non-negative integer-valued process with independent increments. Throughout, we assume that N(t) and Xj are independent. The paper considers normal approximation to...
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| Үндсэн зохиолчид: | , |
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| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
Vilnius University Press
2016-12-01
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| Цуврал: | Lietuvos Matematikos Rinkinys |
| Нөхцлүүд: | |
| Онлайн хандалт: | https://www.journals.vu.lt/LMR/article/view/14940 |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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