Results 21 to 30 of about 477 (55)
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria MatematicaIn this article we present a stochastic ordering verification algorithm between multivariate discrete distributions implemented in the C++ programming language.
Catana Luigi-Ionut
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There are no monotone homomorphisms out of the convolution semigroup [PDF]
, 2019 We prove that there is no nonzero way of assigning real numbers to probability measures on R in a way which is monotone under first-order stochastic dominance and additive under ...
Fritz, Tobias, Tamuz, Omer
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Difference prophet inequalities for [0,1]-valued i.i.d. random variables with cost for observations
, 2005 Let X_1,X_2,... be a sequence of [0,1]-valued i.i.d. random variables, let c\geq 0 be a sampling cost for each observation and let Y_i=X_i-ic, i=1,2,....
Kosters, Holger
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The Hoffmann-Jorgensen inequality in metric semigroups
, 2017 We prove a refinement of the inequality by Hoffmann-Jorgensen that is significant for three reasons. First, our result improves on the state-of-the-art even for real-valued random variables. Second, the result unifies several versions in the Banach space
Khare, Apoorva, Rajaratnam, Bala
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, 2015 Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums $\sum_{k=1}^{n} X_k a_k$ with respect to the arithmetic structure of coefficients~$a_k$ in the
Eliseeva, Yulia S. +2 more
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Exact upper and lower bounds on the difference between the arithmetic and geometric means
, 2015 Let $X$ denote a nonnegative random variable with $\mathsf{E ...
Pinelis, Iosif
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Optimal Concentration of Information Content For Log-Concave Densities
, 2015 An elementary proof is provided of sharp bounds for the varentropy of random vectors with log-concave densities, as well as for deviations of the information content from its mean.
A. Prékopa +18 more
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Estimates for the closeness of convolutions of probability distributions on convex polyhedra
, 2018 The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential convolutions of ...
Götze, Friedrich, Zaitsev, Andrei Yu.
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A Parrondo Paradox in Reliability Theory
, 2007 Parrondo's paradox arises in sequences of games in which a winning expectation may be obtained by playing the games in a random order, even though each game in the sequence may be lost when played individually. We present a suitable version of Parrondo's
Di Crescenzo, Antonio
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Some Counterexamples in Positive Dependence. [PDF]
We provide some counterexamples showing that some concepts of positive dependence are strictly stronger than others. In particular we will settle two questions posed by Pemantle (2000) and Pellerey (2002) concerning respectively association versus weak ...
Alfred Müller +2 more
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