Results 281 to 290 of about 163,760 (356)

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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Sums of Independent Random Variables

1997
In Example 3 of Chapter 1 we calculated the probability that exactly k heads appear in n flips of a fair coin. In view of the construction of that example and the definition of independence given in the preceding chapter, we see that what we calculated is the distribution of the sum of n independent random variables, each of which has the Bernoulli ...
Bert Fristedt, Lawrence Gray
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Sums of Independent Random Variables

1978
Of paramount concern in probability theory is the behavior of sums {Snn ≥1} of independent random variables {Xii ≥ 1}. The case where the {Xi} are i.i.d. is of especial interest and frequently lends itself to more incisive results. The sequence of sums {Snn ≥ 1} of i.i.d.
Yuan Shih Chow, Henry Teicher
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ON THE CONCENTRATION FUNCTION FOR A SUM OF RANDOM VARIABLES RELATED TO THE BINARY SYMMETRIC CHANNEL

Проблемы передачи информации / Problems of Information Transmission
A sum of independent identically distributed random variables of a special form is considered. Using this sum, current posterior probabilities of messages for a randomly chosen code in a binary symmetric channel are described.
M. V. Burnashev
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Sums of Independent Random Variables

2000
Many of the important uses of Probability Theory flow from the study of sums of independent random variables. A simple example is from Statistics: if we perform an experiment repeatedly and independently, then the “average value” is given by \( \bar x = \frac{1} {n}\sum\nolimits_{j = 1}^n {X_j } \) where X j represents the outcome of the jth experiment.
Jean Jacod, Philip Protter
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Sums of Independent Random Variables

1986
This chapter collects a few facts, of the central limit theorem type, about distributions of sums of independent random variables.
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Sums of Independent Random Variables

1999
The theory of decoupling aims at reducing the level of dependence in certain problems by means of inequalities that compare the original sequence to one involving independent random variables. It is therefore important to have information on results dealing with functionals of independent random variables.
Víctor H. de la Peña, Evarist Giné
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The Behavior of Sums of Independent Random Variables

Theory of Probability & Its Applications, 1975
werden ausgedehnt auf die Situation: \(\vert a_n^{-1}(S_n - \text{Med}(S_n))\vert\) bleibt mit \(P=1\) beschränkt \((a_n\to\infty\) geeignet), die als äquivalent zu \[ a_n^{-1} b_n^{-1} (S_n - \text{Med}(S_n)) \text{ konvergiert gegen Null mit }P=1 \] nachgewiesen wird \((b_n\to\infty\) geeignet).
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Sums of Independent Random Variables

1977
Two properties play a basic role in the study of independent r.v.’s: the Borel zero-one law and the multiplication theorem for expectations. Two general a.s. limit problems for sums of independent r.v.’s have been investigated: the a.s. convergence problem and the a.s. stability problem.
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Sums of Independent Discrete Random Variables

2016
This chapter presents an algorithm for computing the PDF of the sum of two independent discrete random variables, along with an implementation of the algorithm in APPL. Some examples illustrate the utility of this algorithm.
John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis   +3 more
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