Title Another approach to asymptotic expansions for Euler's approximations of semigroups /
Translation of Title Pusgrupių Eulerio aproksimacijos ir asimptotiniai skleidiniai.
Authors Vilkienė, Monika
Full Text Download
Is Part of Lietuvos matematikos rinkinys. 2006, T. 46, Nr. 2, p. 267-284.. ISSN 0132-2818
Keywords [eng] Approximation, Euler ; Semigroup ; Expansion, asymptotic ; Semigroup, holomorphic ; Convergence rate
Abstract [eng] In [2], optimal bounds for the remainder terms in asymptotic expansions for Euler's approximations of semigroups were derived. The approach was based on applications of the Fourier-Laplace transforms, which allowed one to reduce the problem to estimation of error terms in the Law of Large Numbers. In this paper, we propose an alternative (direct) approach based on application of certain integro-differential identities (so-called multiplicative representations of differences). Such identities were introduced by Bentkus in [3] and applied (see Bentkus and Paulauskas [4]) to derive the optimal convergence rates in Chernoff-type lemmas and Euler's approximations of semigroups.
Type Journal article
Language English
Publication date 2006