Moment Generating Functions of Random Variables and Asymptotic Behaviour for Generalized Feller Operators
Year: 2000
Author: Ji-Hua Xu, Jing-Hui Zhao
Journal of Computational Mathematics, Vol. 18 (2000), Iss. 2 : pp. 173–182
Abstract
After giving the representation of moment generating function for the $S$-$λ$ type random variable by solving a differential equation, we prove that this type random variable is of regular $n$-$r$ order moment. Furthermore, we establish the higher order asymptotic formula for generalized Feller operators by making use of the generalized Taylor formula.
You do not have full access to this article.
Already a Subscriber? Sign in as an individual or via your institution
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2000-JCM-9033
Journal of Computational Mathematics, Vol. 18 (2000), Iss. 2 : pp. 173–182
Published online: 2000-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Generalized Feller operator Moment generating function Higher order asymptotic formula Regular $n-r$ order moment Generalized Taylor formula.