Email this article Problems in Calculating Moments and Distribution Functions of Ladder Heights
- Authors: Lazovskaya T.V.1, Nagaev S.V.2
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Affiliations:
- Peter the Great Saint Petersburg Polytechnic State University, CC FEB RAS
- Sobolev Institute of Mathematics, SB RAS
- Issue: Vol 218, No 2 (2016)
- Pages: 195-207
- Section: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/238194
- DOI: https://doi.org/10.1007/s10958-016-3021-9
- ID: 238194
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Abstract
The problem of approximate calculation of distribution functions of ladder heights is considered in the context of the finite number of its known moments. This problem is solved by means of the Chebyshev continued fractions method. The midpoint is finding the terms of fraction of the nth convergents of continued fractions. The moments are calculated by S. Nagaev’s formulas, including solution of the Frobenius equation and applying the Fa di Bruno formulas for higher derivatives. The problem of high precision calculations is studied.
About the authors
T. V. Lazovskaya
Peter the Great Saint Petersburg Polytechnic State University, CC FEB RAS
Author for correspondence.
Email: tatianala@list.ru
Russian Federation, Saint-Petersburg
S. V. Nagaev
Sobolev Institute of Mathematics, SB RAS
Email: tatianala@list.ru
Russian Federation, Novosibirsk
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