Results 1 to 10 of about 452,150 (216)
Angle Sums of Random Polytopes
Michigan Mathematical Journal, 2023 23 pages, no figures. Compared to the previous version, new results in Section 4.4 and their proofs have been added.
Godland, Thomas +2 more
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On the recurrence of sums of random variables [PDF]
Bulletin of the American Mathematical Society, 1962 1. S. Banach, Theorie des operations lineaires, Warsaw, Monogr. Mat., Tom 1,1932. 2. R. V. Kadison, Isometries of operator algebras, Ann. of Math. vol. 54 (1951) pp. 325-338. 3. M. A. Krasnosel'ski and Ya. Ruticki, Convex functions and Orlicz spaces (in Russian), Moscow, Gosudarstv. Izdat. Fiz.-Mat. Lit., 1958. 4. J.
Chung, K. L., Ornstein, Donald
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On Sums of Lognormal Random Variables [PDF]
Studies in Applied Mathematics, 1986 Approximations to the characteristic function of the lognormal distribution are computed and used to calculate approximations to the density of sums of lognormal random variables.
Barouch, E. +2 more
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Discrepancy for randomized Riemann sums [PDF]
Proceedings of the American Mathematical Society, 2009 Let \(N\in\mathbb N\) be a given large number, and \(V_N= \{v_1,\dots, v_N\}\) be a distribution of \(N\) points in the unit cube \([-1/2,1/2)^d\), treated as the torus \(\mathbb{T}^d\). Let \(d\mu\) denote a probability measure on \(\mathbb{T}^d\). For every \(j= 1,\dots,N\), let \(d\mu_j\) denote the measure obtained after translating \(d\mu\) by ...
BRANDOLINI, Luca +3 more
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Electronic Journal of Probability, 2011 Let $T$ be a tree with induced partial order $\preceq$. We investigate centered Gaussian processes $X=(X_t)_{t\in T}$ represented as $$ X_t=σ(t)\sum_{v \preceq t}α(v)ξ_v $$ for given weight functions $α$ and $σ$ on $T$ and with $(ξ_v)_{v\in T}$ i.i.d. standard normal.
Lifshits, Mikhail, Linde, Werner
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Prediction of Components in Random Sums [PDF]
Methodology and Computing in Applied Probability, 2016 We consider predictions of the random number and the magnitude of each iid component in a random sum based on its distributional structure, where only a total value of the sum is available and where iid random components are non-negative. The problem is motivated by prediction problems in a Poisson shot noise process.
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Sums of standard uniform random variables [PDF]
Journal of Applied Probability, 2019 AbstractIn this paper, we analyse the set of all possible aggregate distributions of the sum of standard uniform random variables, a simply stated yet challenging problem in the literature of distributions with given margins. Our main results are obtained for two distinct cases.
Tiantian Mao, Bin Wang, Ruodu Wang
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Asymptotics for Weighted Random Sums [PDF]
Advances in Applied Probability, 2012 Let {Xi} be a sequence of independent, identically distributed random variables with an intermediate regularly varying right tail F̄. Let (N, C1, C2,…) be a nonnegative random vector independent of the {Xi} with N∈ℕ∪ {∞}. We study the weighted random sum SN=∑{i=1}NCiXi, and its maximum, MN=sup{1≤kN+1∑i=1kCiXi.
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Revisiting the Random Subset Sum problem
, 2022 Peer ...
da Cunha, Arthur Carvalho Walraven +5 more
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On Random Sums of Random Vectors
The Annals of Mathematical Statistics, 1965 To obtain the limit distribution of a sequence $T_n$ of random vectors, the $j$th component of $T_n$ being the sum of a random number $N_n^{(j)}$ of $j$th components of independent, identically distributed chance vectors $X_n$, it is first necessary to treat the special case where the $N_n^{(j)}$ are degenerate random variables. This is done in Section
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