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Approximation for expectations of unbounded functions of dependent integer-valued random variables
Published online by Cambridge University Press: 14 July 2016
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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- Research Article
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- Copyright © Applied Probability Trust 2010
Footnotes
Research partially supported by th RFBR under 09-01-12131 and 09-01-00738.
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