Factorization of the characteristic function of a sum of dependent random variables

JOURNAL ARTICLE published 1982 in Lithuanian Mathematical Journal

Authors: L. Heinrich

Weak approximation of CIR equation by discrete random variables

JOURNAL ARTICLE published July 2011 in Lithuanian Mathematical Journal

Authors: Vigirdas Mackevičius

Weak approximation of CKLS and CEV processes by discrete random variables

JOURNAL ARTICLE published April 2020 in Lithuanian Mathematical Journal

Authors: Gytenis Lileika | Vigirdas Mackevičius

A second-order weak approximation of Heston model by discrete random variables

JOURNAL ARTICLE published October 2015 in Lithuanian Mathematical Journal

Authors: Antanas Lenkšas | Vigirdas Mackevičius

Asymptotic Behavior of Maxima of Independent Random Variables. Discrete case

JOURNAL ARTICLE published April 2021 in Lithuanian Mathematical Journal

Authors: Kateryna Akbash | Natalia Doronina | Ivan Matsak

Limit distributions for the maxima of discrete random variables under monotone normalization

JOURNAL ARTICLE published January 2022 in Lithuanian Mathematical Journal

Authors: Kosto V. Mitov | Saralees Nadarajah

On the convergence in the law of sums and maxima of independent random variables with random parameters

JOURNAL ARTICLE published January 1995 in Lithuanian Mathematical Journal

Authors: A. N. Chuprunov

On the global central limit theorem for ϕ-mixing random variables

JOURNAL ARTICLE published April 1995 in Lithuanian Mathematical Journal

Authors: J. Sunklodas

On the global central limit theorem for π-mixing random variables

JOURNAL ARTICLE published April 1995 in Lithuanian Mathematical Journal

Authors: J. Sunklodas

An asymptotic of the distribution of extrema of independent random variables

JOURNAL ARTICLE published January 1995 in Lithuanian Mathematical Journal

Authors: A. Aksomaitis | A. Jokimaitis

Random Fourier series with Dependent Random Variables

JOURNAL ARTICLE published January 2021 in Lithuanian Mathematical Journal

Authors: Safari Mukeru

On convergence to the poisson law for distributions of the sum of random variables connected into a chain

JOURNAL ARTICLE published July 1995 in Lithuanian Mathematical Journal

Authors: P. Gudynas

On convergence to the poisson law for distributions of the sum of random variables connected into a chain

JOURNAL ARTICLE published July 1995 in Lithuanian Mathematical Journal

Authors: P. Gudynas

On the limit theorems of large deviation for sums of random discrete variables

JOURNAL ARTICLE published 15 December 1972 in Lithuanian Mathematical Journal

Authors: P. Vaitkus

Limit behavior of sums of a random number of independent random variables

JOURNAL ARTICLE published 1986 in Lithuanian Mathematical Journal

Authors: V. Sakalauskas

Functional limit theorems for sums of independent random variables with random coefficients

JOURNAL ARTICLE published October 1998 in Lithuanian Mathematical Journal

Authors: N. Chuprunov

On the random max-closure for heavy-tailed random variables

JOURNAL ARTICLE published April 2017 in Lithuanian Mathematical Journal

Authors: Remigijus Leipus | Jonas Šiaulys

Almost sure limit theorems for random sums of multiindex random variables

JOURNAL ARTICLE published July 2009 in Lithuanian Mathematical Journal

Authors: L. P. Terekhova

On the Law of Large Numbers for Weakly Dependent Random Variables

JOURNAL ARTICLE published July 2004 in Lithuanian Mathematical Journal

Authors: J. Sunklodas

Sums of a random number of random variables with values in Hilbert space

JOURNAL ARTICLE published July 1977 in Lithuanian Mathematical Journal

Authors: V. Bernotas