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Abstract
Merging asymptotic expansions are established for the distribution functions of suitably centered and normed linear combinations of winnings in a full sequence of generalized St. Petersburg games, where a linear combination is viewed as the share of any one of n cooperative gamblers who play with a pooling strategy. The expansions are given in terms of Fourier-Stieltjes transforms and are constructed from suitably chosen members of the classes of subsequential semistable infinitely divisible asymptotic distributions for the total winnings of the n players and from their pooling strategy, where the classes themselves are determined by the two parameters of the game. For all values of the tail parameter, the expansions yield best possible rates of uniform merge. Surprisingly, it turns out that for a subclass of strategies, not containing the averaging uniform strategy, our merging approximations reduce to asymptotic expansions of the usual type, derived from a proper limiting distribution. The Fourier-Stieltjes transforms are shown to be numerically invertible in general and it is also demonstrated that the merging expansions provide excellent approximations even for very small n.
] Allasia , G. , Giordano , C. , Pečarić , J. 2002 Inequalities for the Gamma function relating to asymptotic expansions Math. Inequal. Appl. 5 543 – 555 . [3] Alzer , H. 2003
Abstract
For the derivativesp (k)(x; α, γ) of the stable density of index α asymptotic formulae (of Plancherel Rotach type) are computed ask→∞ thereby exhibiting the detailed analytic structure for large orders of derivatives. Generalizing known results for the special case of the one-sided stable laws (O<α<1, γ=-α) the whole range for the index of stability and the asymmetry parameter γ is covered.
LetT
n
(x) be trigonometric polynomial of degreen, and
be conjugation ofT
n
(x). In this paper we obtain the complete asymptotic expansion for
Abstract
The problem of the existence of an asymptotic expansion of type
Abstract
The asymptotic behavior of the values of the integral of the Lebesgue function induced by interpolation at the Chebyshev roots is studied. Two leading terms in the corresponding asymptotic expansion are found explicitly.
A collector samples with replacement a set of n ≧ 2 distinct coupons until he has n − m , 0 ≦ m < n , distinct coupons for the first time. We refine the limit theorems concerning the standardized random number of necessary draws if n → ∞ and m is fixed: we give a one-term asymptotic expansion of the distribution function in question, providing a better approximation of it, than the one given by the limiting distribution function, and proving in particular that the rate of convergence in these limiting theorems is of order (log n )/ n .
Summary
The asymptotic expansion of
