Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Cekanavicius, Vydas"'
The sum of symmetric Markov dependent three-point random variables is approximated by the difference of two independent Poisson random variables (Skellam random variable). The accuracy is estimated in local, total variation and Wasserstein metrics. P
Externí odkaz:
http://arxiv.org/abs/2404.17389
Publikováno v:
Modern Stochastics: Theory and Applications 2019, Vol. 6, No. 1, 109-131
The insurance model when the amount of claims depends on the state of the insured person (healthy, ill, or dead) and claims are connected in a Markov chain is investigated. The signed compound Poisson approximation is applied to the aggregate claims
Externí odkaz:
http://arxiv.org/abs/2001.03320
Akademický článek
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The ratio $P(S_n=x)/P(Z_n=x)$ is investigated for three cases: (a) when $S_n$ is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and $Z_n$ is Poisson rv; (b) when $S_n$ is a statistic of 2-r
Externí odkaz:
http://arxiv.org/abs/1901.03348
Publikováno v:
Modern Stochastics: Theory and Applications 2018, Vol. 5, No. 2, 207-224
The effect that weighted summands have on each other in approximations of $S=w_1S_1+w_2S_2+\cdots+w_NS_N$ is investigated. Here, $S_i$'s are sums of integer-valued random variables, and $w_i$ denote weights, $i=1,\dots,N$. Two cases are considered: t
Externí odkaz:
http://arxiv.org/abs/1806.03844
Akademický článek
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Autor:
Cekanavicius, Vydas, Elijio, Aiste
The accuracy of compound Poisson approximation to the sum $S=w_1S_1+w_2S_2+...+w_NS_N$ is estimated. Here $S_i$ are sums of independent or weakly dependent random variables, and $w_i$ denote weights. The overall smoothing effect of $S$ on $w_iS_i$ is
Externí odkaz:
http://arxiv.org/abs/1303.0159
Publikováno v:
J. Appl. Probab. Volume 46, Number 4 (2009), 1073-1085
We approximate the distribution of the sum of independent but not necessarily identically distributed Bernoulli random variables using a shifted binomial distribution where the three parameters (the number of trials, the probability of success, and t
Externí odkaz:
http://arxiv.org/abs/0906.2855
Stein's (1972) method is a very general tool for assessing the quality of approximation of the distribution of a random element by another, often simpler, distribution. In applications of Stein's method, one needs to establish a Stein identity for th
Externí odkaz:
http://arxiv.org/abs/math/0702008
Autor:
Čekanavičius, Vydas
Publikováno v:
Bernoulli, 2004 Aug 01. 10(4), 665-683.
Externí odkaz:
https://www.jstor.org/stable/3318821
