TY - JOUR
T1 - Moment Generating Functions of Random Variables and Asymptotic Behaviour for Generalized Feller Operators
AU - Xu , Ji-Hua
AU - Zhao , Jing-Hui
JO - Journal of Computational Mathematics
VL - 2
SP - 173
EP - 182
PY - 2000
DA - 2000/04
SN - 18
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/9033.html
KW - Generalized Feller operator, Moment generating function, Higher order asymptotic formula, Regular $n-r$ order moment, Generalized Taylor formula.
AB - <p style="text-align: justify;">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.</p>