TY - JOUR
AU - Algimantas Bikelis
AU - Kazimieras Padvelskis
PY - 2013/07/25
Y2 - 2022/12/09
TI - Expansions in Appell polynomials of the convolutions of probability distributions
JF - Nonlinear Analysis: Modelling and Control
JA - NAMC
VL - 18
IS - 3
SE - Articles
DO - 10.15388/NA.18.3.14010
UR - https://www.journals.vu.lt/nonlinear-analysis/article/view/14010
AB - We use the composition method to analyse the convolutions of probability distributions by emploing the Appell polynomials and Bergström identity. Our approximation is based on the probability distributions which have the inverse generalized measure of bounded variation. The idea to use the accompanying probability distribution eλ(F−E), λ > 0, was first proposed by B.V. Gnedenko [1].
ER -