Results 11 to 20 of about 456,051 (265)
Normal approximation for sum of random number of summands
Lietuvos Matematikos Rinkinys, 2021 Normal aproximationof sum Zt =ΣNti=1Xi of i.i.d. random variables (r.v.) Xi , i = 1, 2, . . . with mean EXi = μ and variance DXi = σ2 > 0 is analyzed taking into consideration large deviations.
Leonas Saulis, Dovilė Deltuvienė
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Polynomial Representations of High-Dimensional Observations of Random Processes
Mathematics, 2021 The paper investigates the problem of performing a correlation analysis when the number of observations is large. In such a case, it is often necessary to combine random observations to achieve dimensionality reduction of the problem.
Pavel Loskot
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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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Upper-bound estimates for weighted sums satisfying Cramer’s condition
Lietuvos Matematikos Rinkinys, 2023 Let S = ω1S1 + ω2S2 + ⋯ + ωNSN. Here Sj is the sum of identically distributed random variables and ωj > 0 denotes weight. We consider the case, when Sj is the sum of independent random variables satisfying Cramer’s condition.
Vydas Čekanavičius, Aistė Elijio
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Nonparametric estimation in random sum models
Statistica, 2013 Let X1,X2,…,XN be independent, identically distributed, non-negative, integervalued random variables and let N be a non-negative, integer-valued random variable independent of X1,X2,…,XN .
Hassan S. Bakouch, Thomas A. Severini
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Randomly stopped sums with exponential-type distributions
Nonlinear Analysis, 2017 Assume that {ξ1, ξ2, …} are independent and possibly nonidentically distributed random variables. Suppose that η is a nonnegative, nondegenerate at zero and integer-valued random variable, which is independent of {ξ1, ξ2, …}.
Svetlana Danilenko +2 more
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Sum of Fisher-Snedecor
IEEE Open Journal of the Communications Society, 2020 The statistical characterization of a sum of random variables (RVs) is useful for investigating the performance of wireless communication systems.
Hongyang Du +3 more
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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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A Limite Theorem for the SUM of N Marko-Bernoulli Random Variables [PDF]
The Egyptian Statistical Journal, 1987 Let XX2 be a Markov Bernoulli sequence with initial probabilities p of success and q-1-p of failure and probabilities q+pp. (1-p)p in the first row and (1-p)q.p+eq in the second row of the transition matrix.
M. Gharib, A. Yehia
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