Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions
Abstract
This paper describes application of the homotopy analysis (HA) technique in approximation of infinity convolutions of mixed stochastic distributions, which usually do not have a closed form. The main result is based on HA approximations of their characteristics functions, as the Fourier-Stieltjes transforms of the appropriate distributions.
Keywords:
Homotopy analysis / characteristic functions / approximations / contaminated distributions / convolutionsSource:
U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics, 2017, 79, 4, 103-112Publisher:
- Bucharest : University Politehnica
Collections
Institution/Community
JakovTY - JOUR AU - Stojanović, Vladica AU - Kevkić, Tijana AU - Jelić, Gordana PY - 2017 UR - https://jakov.kpu.edu.rs/handle/123456789/1674 AB - This paper describes application of the homotopy analysis (HA) technique in approximation of infinity convolutions of mixed stochastic distributions, which usually do not have a closed form. The main result is based on HA approximations of their characteristics functions, as the Fourier-Stieltjes transforms of the appropriate distributions. PB - Bucharest : University Politehnica T2 - U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics T1 - Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions VL - 79 IS - 4 SP - 103 EP - 112 UR - https://hdl.handle.net/21.15107/rcub_jakov_1674 ER -
@article{ author = "Stojanović, Vladica and Kevkić, Tijana and Jelić, Gordana", year = "2017", abstract = "This paper describes application of the homotopy analysis (HA) technique in approximation of infinity convolutions of mixed stochastic distributions, which usually do not have a closed form. The main result is based on HA approximations of their characteristics functions, as the Fourier-Stieltjes transforms of the appropriate distributions.", publisher = "Bucharest : University Politehnica", journal = "U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics", title = "Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions", volume = "79", number = "4", pages = "103-112", url = "https://hdl.handle.net/21.15107/rcub_jakov_1674" }
Stojanović, V., Kevkić, T.,& Jelić, G.. (2017). Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions. in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics Bucharest : University Politehnica., 79(4), 103-112. https://hdl.handle.net/21.15107/rcub_jakov_1674
Stojanović V, Kevkić T, Jelić G. Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions. in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics. 2017;79(4):103-112. https://hdl.handle.net/21.15107/rcub_jakov_1674 .
Stojanović, Vladica, Kevkić, Tijana, Jelić, Gordana, "Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions" in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics, 79, no. 4 (2017):103-112, https://hdl.handle.net/21.15107/rcub_jakov_1674 .