Results 21 to 30 of about 456,051 (265)
Random convolution of O-exponential distributions
Nonlinear Analysis, 2015 Assume that ξ1, ξ2, ... are independent and identically distributed non-negative random variables having the O-exponential distribution. Suppose that η is a nonnegative non-degenerate at zero integer-valued random variable independent of ξ1, ξ2, ... . In
Svetlana Danilenko, Jonas Šiaulys
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MethodsX, 2021 In probability theory and statistics, the probability distribution of the sum of two or more independent and identically distributed (i.i.d.) random variables is the convolution of their individual distributions.
Arne Johannssen +2 more
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Random convolution of inhomogeneous distributions with -exponential tail
Modern Stochastics: Theory and Applications, 2016 Let $\{\xi _{1},\xi _{2},\dots \}$ be a sequence of independent random variables (not necessarily identically distributed), and η be a counting random variable independent of this sequence. We obtain sufficient conditions on $\{\xi _{1},\xi _{2},\dots \}$
Svetlana Danilenko +2 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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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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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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Nuclear Engineering and Technology, 2022 Probabilistic safety assessment is widely used to quantify the risks of nuclear power plants and their uncertainties. When the lognormal distribution describes the uncertainties of basic events, the uncertainty of the top event in a fault tree is ...
Gyun Seob Song, Man Cheol Kim
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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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