Independent random variables
On bounds in Poisson approximation for integer valued independent random variables
... discrete independent random variables have been demonstrated, like the coupling technique, the Stein-Chen method, the semi-group method, the operator method, ...
11
Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law
... Berry-Esseen inequalities are currently considered, within the realm of the central limit problem of probability theory, as a powerful tool to evaluate the error in approximating the law of a standardized sum of ...
21
THE DISTRIBUTION OF THE SUM OF MIXED INDEPENDENT RANDOM VARIABLES PERTAINING TO SPECIAL FUNCTIONS
... Gaussian random variables and pointed out its application in Bayesian wavelet ...of random variables associated with special ...several independent random variables when ...
6
Summability of Double Independent Random Variables
... The analysis of double sequences of random variables via four-dimensional matrix transformations begins with the following theorem. However, it should be noted that the relationship between our main theorem ...
12
Marcinkiewicz type strong law of large numbers for double arrays of pairwise independent random variables
... of random variables under the conditions E|X| p log + |X| r+1 < ∞, E|X| p log + |X| r−1 < ∞, respectively, thus, extending Choi and Sung’s result [1] of the one-dimensional ...
7
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 19[r] ...
15
Anti-concentration for Polynomials of Independent Random Variables
... Here we present a shorter proof suggested by Daniel Kane. It shows that the desired anti-concentration probability can be bounded in terms of average sensitivity of polynomial threshold functions (see Lemma 3.4) and then ...
17
Sums of independent random variables and regular variation
... non-degenerate random variables (this being the situation in the theory of domains of attraction, stochastic compactness and partial attraction treated in Chapters 2 and 3 of this thesis) but we hope to ...
179
Cauchy approximation for sums of independent random variables
... [19] C. Stein, A bound for the error in the normal approximation to the distribution of a sum of dependent random variables, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and ...
12
Conditional acceptability of random variables
... It is well known that exponential inequalities played an important role in obtaining asymptotic results for sums of independent random variables. Classical exponential in- equalities were obtained, ...
18
Some conclusions of the exchangeable random variables and the independent identical distribution random variables
... study independent random variables, but in many practical problems, samples are not independent, or the function of independent sample is not independent, or the verification of ...
6
On Inverse Moments for a Class of Nonnegative Random Variables
... NOD random variables see Asadian et ...for independent random variables to random variables satisfying a Rosenthal type ...NOD random variables to the more ...
13
Complete Convergence for Negatively Dependent Sequences of Random Variables
... Complete convergence is one of the most important problems in probability theory. Recent results of the complete convergence can be found in Wu 11, 12 and Sung 13, 14. In this paper we study the complete convergence for ...
10
Moments of probability measures on a group
... Maksimov, V.M." On the convergence of products of independent random variables taking on values from an arbitrary finite group.. Theory of Prob..[r] ...
37
1. Batch arrival retrial queue with fluctuating modes of service, randomized vacations and orbital search
... two independent random variables, one of which is the mean number of customers (L) in the batch arrival queue with fluctuating modes of service and orbital search and other is the mean number of ...
9
ANALYTICAL EXPECTATION OF NUMBER OF LEVEL CROSSINGS OF A RANDOM TRIGONOMETRIC POLYNOMIAL
... T where g 1 ( ), g 2 ( ),....... g n ( ) is a sequence of independent random variables defined on a probability space ( ( , , Pr) , each normally distributed with mean zero and ...
11
Limit theorems for sums of random exponentials
... become non-Gaussian. In the present work, we extend these results to the class of distributions with Weibull/Fr´echet-type tails of the form (1.2). As compared to the paper [6] which proceeded from extreme value theory, ...
34
Expected number of zeros of a random trigonometric polynomial
... is a sequence of independent random variables defined on a , each normally distributed with mean zero and variance one. Much has been written concerning . From the work of Dunnage (1966) we know is ...
8
APPROXIMATION OF RANDOM SUMS OF RANDOM VARIABLES IN INSURANCE
... ABSTRACT. The paper deals with approximations of random sums. By random sum we mean sum of random number of independent and identically distributed random variables. Distribution ...
6
Threshold Models with Correlated Random Components
... Longitudinal and repeated measures models need to account for the correlation between observations within subjects. The models also need to show possible changes of the threshold parameters (cut-points) over time/space. ...
17