MOMENT GENERATING FUNCTIONS OF RANDOM VARIABLES AND ASYMPTOTIC BEHAVIOUR FOR GENERALIZED FELLER OPERATORS

• 来源期刊: 计算数学（英文版）
• 关键词: Generalized Feller operator Moment generating function Higher order asymptotic formula Regular n-r order moment Generalized Taylor formula.
• 年，卷（期）: 2000,（2）
• 页码范围: 173-182
• 页数: 10页
• 语种: 英文

摘要

After giving the representation of moment gqnerating 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.