scholarly journals Approximations for sums of three-valued 1-dependent symmetric random variables

2020 ◽  
Vol 25 (4) ◽  
Author(s):  
Gabija Liaudanskaitė ◽  
Vydas Čekanavičius

The sum of symmetric three-point 1-dependent nonidentically distributed random variables is approximated by a compound Poisson distribution. The accuracy of approximation is estimated in the local and total variation norms. For distributions uniformly bounded from zero,the accuracy of approximation is of the order O(n–1). In the general case of triangular arrays of identically distributed summands, the accuracy is at least of the order O(n–1/2). Nonuniform estimates are obtained for distribution functions and probabilities. The characteristic functionmethod is used.  

1965 ◽  
Vol 2 (2) ◽  
pp. 467-469 ◽  
Author(s):  
U. N. Bhat

SummaryTransition distribution functions (d.f.) of the stochastic process u + t − X(t), where X(t) has a compound Poisson distribution, are used to derive explicit results for the transition d.f.s of the waiting time processes in the queueing systems M/G/1 and GI/M/1.


1986 ◽  
Vol 23 (03) ◽  
pp. 679-687
Author(s):  
W. Dziubdziela

We present sufficient conditions for the weak convergence of the distributions of thekth order statistics from a conditionally mixing array of random variables to limit laws which are represented in terms of a mixed compound Poisson distribution.


1965 ◽  
Vol 2 (02) ◽  
pp. 467-469
Author(s):  
U. N. Bhat

Summary Transition distribution functions (d.f.) of the stochastic process u + t − X(t), where X(t) has a compound Poisson distribution, are used to derive explicit results for the transition d.f.s of the waiting time processes in the queueing systems M/G/1 and GI/M/1.


1986 ◽  
Vol 23 (3) ◽  
pp. 679-687 ◽  
Author(s):  
W. Dziubdziela

We present sufficient conditions for the weak convergence of the distributions of the kth order statistics from a conditionally mixing array of random variables to limit laws which are represented in terms of a mixed compound Poisson distribution.


1998 ◽  
Vol 53 (10-11) ◽  
pp. 828-832
Author(s):  
Feng Quing-Zeng

Abstract The log-compound-Poisson distribution for the breakdown coefficients of turbulent energy dissipation is proposed, and the scaling exponents for the velocity difference moments in fully developed turbulence are obtained, which agree well with experimental values up to measurable orders. The under-lying physics of this model is directly related to the burst phenomenon in turbulence, and a detailed discussion is given in the last section.


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