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Volume 18, Issue 2
Moment Generating Functions of Random Variables and Asymptotic Behaviour for Generalized Feller Operators

Ji-Hua Xu & Jing-Hui Zhao

J. Comp. Math., 18 (2000), pp. 173-182.

Published online: 2000-04

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  • 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.

  • Keywords

Generalized Feller operator, Moment generating function, Higher order asymptotic formula, Regular $n-r$ order moment, Generalized Taylor formula.

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COPYRIGHT: © Global Science Press

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@Article{JCM-18-173, author = {Xu , Ji-Hua and Zhao , Jing-Hui}, title = {Moment Generating Functions of Random Variables and Asymptotic Behaviour for Generalized Feller Operators}, journal = {Journal of Computational Mathematics}, year = {2000}, volume = {18}, number = {2}, pages = {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.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/9033.html} }
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 -

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.

Xu , Ji-Hua and Zhao , Jing-Hui. (2000). Moment Generating Functions of Random Variables and Asymptotic Behaviour for Generalized Feller Operators. Journal of Computational Mathematics. 18 (2). 173-182. doi:
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