Approximations of the cumulative distribution function for infinite weighted sum of random variables (Q2273733)
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scientific article; zbMATH DE number 7109997
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| English | Approximations of the cumulative distribution function for infinite weighted sum of random variables |
scientific article; zbMATH DE number 7109997 |
Statements
Approximations of the cumulative distribution function for infinite weighted sum of random variables (English)
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25 September 2019
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Brownian motion
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infinite sum
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linear process
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random walk
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stochastic integral
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truncated two-term approximation
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0.7611206769943237
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0.7524155974388123
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0.7444106340408325
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0.7414215803146362
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