Approximation for expectations of unbounded functions of dependent integer-valued random variables

Approximation for expectations of unbounded functions of dependent integer-valued random variables

Pavel S. Ruzankin

Source: J. Appl. Probab. Volume 47, Number 2 (2010), 594-600.

Abstract

Expectations of unbounded functions of dependent nonnegative integer-valued random variables are approximated by the expectations of the functions of independent copies of these random variables. The Lindeberg method is used.

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Primary Subjects: 60F05

Secondary Subjects: 60E07

Keywords: Unbounded function; reliability system; Poisson approximation; Lindeberg's method

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1276784912
Digital Object Identifier: doi:10.1239/jap/1276784912
Zentralblatt MATH identifier: 05758490
Mathematical Reviews number (MathSciNet): MR2668509

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Digital Object Identifier: doi:10.1214/aop/1176992169

Project Euclid: euclid.aop/1176992169

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