Department of Mathematics and Systems Analysis


Research reports by Heikki J. Tikanmäki

Here are the reports authored by Heikki J. Tikanmäki. See the reports of all authors.

Helsinki University of Technology Institute of Mathematics Research Reports A

Heikki J. Tikanmäki
Edgeworth expansion for the one dimensional distribution of a Lévy process   [pdf][ps] abstract: [pdf][ps]
Received 2007-09-26 * Asymptotic expansions, Cram?r?s condition, cumulants, Edgeworth approximation, Lévy processes * AMS 60G51,60E07,60G50 * 17 pages

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