Title Vienmačių skirstinių N stabilumo tyrimas /
Translation of Title N stability analysis of the univariate distributions.
Authors Drėzas, Mindaugas
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Pages 53
Keywords [eng] stability ; distribution ; maximum ; minimum
Abstract [eng] This master’s work is dedicated to solution of the stochastic extremums stability problems. In this work the analysis of N stability is done then N is distributed by geometrical, Sibuya and Harris laws. The convergence rate for maximums was constructed and also computerized analysis of results was done. In accordance with the main results, we confirmed the known fact that geometrical N max stability and N min stability are influencing each other. Also we obtained and proved new results, that Sibuya and Harris N max stability and N min stability are not influencing each other.
Type Master thesis
Language Lithuanian
Publication date 2011