Title Atstatymo proceso tikimybinių matų asimptotinis atskiriamumas /
Translation of Title Asymptotic separability of probability measures of renewal process.
Authors Pikturnaitė, Kristina
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Pages 21
Keywords [eng] process ; measure ; asymptotic
Abstract [eng] The Paper analysis a problem of asymptotic separability for a renewal process. The Paper provides essential concepts, definitions, theorems and criteria that are used in the following theories: asymptotic separability of probability measures, large deviations theory and Hellinger integral theory. All Hellinger integrals under analysis have been found in the Paper, because asymptotic separability of probability measures is directly related to respective asymptotics of Hellinger integral. Asymptotics of Hellinger integral when time increases indefinitely was also examined. The findings allowed to determine that any pair of probability measures of the renewal process with continuous compensator, exponential renewal process and geometric renewal process are asymptotically separable when their parameters differ.
Type Master thesis
Language Lithuanian
Publication date 2011