Results 61 to 70 of about 121 (117)
Extreme values of random or chaotic discretization steps and connected networks
, 2012 Classification AMS : 60E15; 60F99; 62H05. Consultable en ligne sur le site : http://www.m-hikari.com/ams/ams-2012/ams-117-120-2012/index.htmlBy sorting independent random variables and considering the difference between two consecutive order statistics ...
Guegan, Dominique, Garcin, Matthieu
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A variance bound for a general function of independent noncommutative random variables
, 2019 The main purpose of this paper is to establish a noncommutative analogue of the Efron-Stein inequality, which bounds the variance of a general function of some independent random variables. Moreover, we state an operator version including random matrices,
Talebi, Ali, Moslehian, Mohammad Sal
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On Schur-convexity of expectation of weighted sum of random variables with applications
, 2008 . We show that the expectation of a class of functions of the sum of weighted identically independent distributed positive random variables is Schur-concave with respect to the weights.
Holger Boche, Eduard, A. Jorswieck
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On using the first difference in Stein-Chen method
, 1997 This paper investigates an alternative way of using the Stein-Chen method in Poisson approximations. There are three principal bounds stated in terms of reduced Palm probabilities for general point processes. The first two are for the accuracy of Poisson
Aihua Xia
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A note on stochastic dominance, uniform integrability, and lattice properties
, 2020 Nendel M. A note on stochastic dominance, uniform integrability, and lattice properties. Center for Mathematical Economics Working Papers. Vol 713. Bielefeld: Center for Mathematical Economics; 2020.In this work, we discuss completeness for the lattice ...
Nendel, Max
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On Perfect Simulation of Markovian Queueing Networks with Blocking
, 2002 Perfect simulation of a class of Markovian queueing networks with finite buffers is examined in this monograph. The network processes defined are modelled by restricted multivariate birth and death processes with intensities depending on a random ...
Mattsson, Dan
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Improved bounds on Bell numbers and on moments of sums of random variables
, 2010 We provide bounds for moments of sums of sequences of independent random variables. Concentrating on uniformly bounded nonnegative random variables, we are able to improve upon previous results due to Johnson et al. [10] and Latała [12].
Berend, Daniel, Tassa, Tamir
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Multivariate order statistics based on dependent and nonidentically distributed random variables
In this paper some identities and inequalities which involve the joint distribution of order statistics in a set of dependent and nonidentically distributed random variables are derived.
Barakat, H.M.
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Generalized covariance inequalities
Open Mathematics, 2011 Matuła Przemysław, Ziemba Maciej
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Two-sided bounds of monets of random chaoses - real and vector case
, 2020 In the following thesis we are investigating random multilinear forms, which are called random chaoses, defined by S := X i1,...,id ai1,...,idXi1···Xid, where d∈N, X1,...,Xn are independent random variables, and ai1,...,id ∈F, where (F,k·k) is a Banach ...
Meller, Rafał
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