Results 231 to 240 of about 440,858 (262)

Lil and SLLN for random sums

Journal of Mathematical Sciences, 1995
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Finite random sums (a historical essay)

Archive for History of Exact Sciences, 1973
The study of the stochastic behavior of sums of independent random quantities, the number of which increases without limit, has been a most important problem of the classical theory of probability. However, finite random sums occurring in various fields of application of this theory were also studied again and again by a number of scholars and led to ...
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Characterization of Distributions by Random Sums

SIAM Journal on Algebraic Discrete Methods, 1980
Let $N,X_1 ,X_2 , \cdots ,$ be independent random variables with $X_1 ,X_2 , \cdots ,$ being nonnegative and identically distributed. Let N have a power series distribution. Considering the random sum $S = \sum _{i = 1}^N X_i$, the present paper gives a characterization of the distributions of N and $X_i $ by means of the property that, up to a scale ...
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Random sums

2017
Tuomas Hytönen, Jan van Neerven, Mark Veraar, Lutz Weis   +3 more
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Comparing sums of independent bounded random variables and sums of Bernoulli random variables

Statistics & Probability Letters, 1997
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FLUCTUATIONS OF SUMS OF INDEPENDENT RANDOM VARIABLES

The Annals of Mathematics, 1950
1. One aspect of the theory of addition of independent random variables is the frequency with which the partial sums change sign. Investigations of this nature were originated by Paul L6vy, in a paper [1] which contains a wealth of ideas. This problem as such was mentioned by Feller in his 1945 address [2].
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Random Fourier Series and Trigonometric Sums, I

2014
In Chapter 3 we investigate Gaussian processes in “the stationary case,” where e.g. the underlying space is a compact group and the distance is translation invariant. This is relevant to the study of random Fourier series, the basic example of which is X t =∑ k≥1 ξ k exp(2P iikt), where t∈[0,1] and the r.v.s ξ k are independent.
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On Sums of Random Vectors

Theory of Probability & Its Applications, 1973
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Mixtures and Random Sums

The Statistician, 1973
C. Chatfield, C. M. Theobald
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Sums of random vectors

2022
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