Asymptotic Expansions for Products of Characteristic Functions Under Moment Assumptions of Non-integer Orders
Asymptotic Expansions for Products of Characteristic Functions Under Moment Assumptions of Non-integer Orders
复制标题
非整数阶矩假设下特征函数乘积的渐近展开式
DOI：
10.1007/978-1-4939-7005-6_11
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发表时间：
2017
影响因子：
2
通讯作者：
S. Bobkov
中科院分区：
文献类型：
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作者：
S. Bobkov
本文主要回顾了独立随机变量和的特征函数的渐近展开式（也称为edgeworth型展开式）的结果和证明。许多已知的结果是根据非整数阶的李雅普诺夫系数加以改进的。
This is mostly a review of results and proofs related to asymptotic expansions for characteristic functions of sums of independent random variables (known also as Edgeworth-type expansions). A number of known results is refined in terms of Lyapunov coefficients of non-integer orders.