be independent and identically distributed random variables
ON THE DISTRIBUTION OF THE MAXIMUM OF SUMS OF A SEQUENCE OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES.
... of random walks in the ...of random walks in the subexponen- tial case and two-boundary problems for ...the random walk {S n }, n ≥ 1 with the negative drift M ξ 1 = −m < 0 ...
5
Limit theorems for empirical Fréchet means of independent and non identically distributed manifold valued random variables
... nonidentically distributed case we are also able to clarify the set of conditions required for the result, by exploit- ing the idea of central approximation rather than central limits, and we can derive a rather ...
31
Asymptotic results for the sum of dependent non-identically distributed random variables
... for independent X 1 , ...the random variables X i may stand for individual risks in a portfolio and the quantity P(S n > u) is the probability that the aggregate loss in this ...
24
Some conclusions of the exchangeable random variables and the independent identical distribution random variables
... exchangeable random variables sequences, the Definetti’s theorem does not work to finite exchangeable random variables sequences, it is therefore necessary to find other techniques to solve ...
6
Sums of independent random variables and regular variation
... i.i.d. random variables, and a simple derivation of the law of the iterated ...at independent but not necessarily identically distributed random ...
179
Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law
... 5. Senatov, VV: On the real accuracy of approximations in the central limit theorem. Sib. Math. J. 52, 727-746 (2011) 6. Sunklodas, J: Some estimates of the normal approximation for independent ...
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Sums of Independent Random Variables
... 11 A company buys 100 lightbulbs, each of which has an exponential lifetime of 1000 hours. What is the expected time for the first of these bulbs to burn out? (See Exercise 10.) 12 An insurance company assumes that the ...
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Summability of Double Independent Random Variables
... Correspondence should be addressed to Richard F. Patterson, [email protected] Received 21 May 2008; Accepted 1 July 2008 Recommended by Jewgeni Dshalalow We will examine double sequence to double sequence transformation ...
12
(m, N ) (0 ≤ l ≤ N − 1, 1 ≤ m ≤ N ). Each of these random variables is defined as a linear combination of N independent identically distributed 0 − 1 Bernoulli random variables. We prove that for l 6= 0, e X
... discrete random variables e X l (m, N ) (0 ≤ l ≤ N − 1, 1 ≤ m ≤ N ...these random variables is defined as a linear combination of N independent identically distributed 0 − ...
12
Cauchy approximation for sums of independent random variables
... gives an excellent account of this method. In this paper, we further develop the Stein technique to bound errors for a Cauchy approximation to the distri- bution of W, the sum of independent random ...
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Anti-concentration for Polynomials of Independent Random Variables
... first case, you get a regular polynomial of high rank (as the tree is shallow) and we apply the previous argument. In the second case, we argue directly that the anti-concentration probability is small. To prove the ...
17
Learning Sums of Independent Integer Random Variables
... of independent integer random variables, dating back several decades (see ...integer random variables (which are generally proved using Stein’s method) typically give bounds on the ...
23
Convergence of weighted sums of independent random variables and an extension to Banach space valued random variables
... Weighted Sums, Strong Law of Large Numbers, Almost Se Convergence, Generzed Gaussian Random Variables, Random Elements in Banach Space, Schauder Basis.. AMS (MOS) SUBJECT CLASSIFICATION [r] ...
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Characterizations of Distributions of Ratio of Certain Independent Random Variables
... two independent gamma and exponen- tial random variables as well as that of two independent Weibull random variables are ...
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Probabilistic Logic Programming with Beta-Distributed Random Variables
... We enable aProbLog—a probabilistic logical programming approach—to reason in presence of uncertain probabili- ties represented as Beta-distributed random variables. We achieve the same performance of ...
8
Probabilistic logic programming with beta-distributed random variables
... We enable aProbLog—a probabilistic logical programming approach—to reason in presence of uncertain probabili- ties represented as Beta-distributed random variables. We achieve the same performance of ...
8
Polar codes for non identically distributed channels
... The remainder of this paper is organized as follows. In the second section, we analyze the polarization pro- cess on a time-invariant non-identical parallel channel. This corresponds to a parallel channel with determin- ...
17
On bounds in Poisson approximation for integer valued independent random variables
... j= p n,j . Suppose that lim n→∞ λ n = λ ( < λ < +∞). We will denote by Z λ the Poisson random variable with mean λ. It has long been known that in the case of all q n,j = (j = , , . . . , n; n = , , . . .), ...
11
Sharp large deviation results for sums of independent random variables
... c LMBA, UMR 6205, Univ. Bretagne-Sud, Vannes, 56000, France d College of Mathematics and Computing Science, Changsha University of Science and Technology, Changsha, 410004, China Abstract We show sharp bounds for ...
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Some Applications of the Distribution of the Maximum on Independent Normal Random Variables
... n independent normal random variables and some of its applications in the electricity power industry in the area of peak load estimation and in genetic selection for animal ...normal random ...
16