Results 31 to 40 of about 622,497 (296)

Weighted Sum of Correlated Lognormals: Convolution Integral Solution [PDF]

open access: yes, 2011
Probability density function (pdf) for sum of n correlated lognormal variables is deducted as a special convolution integral. Pdf for weighted sums (where weights can be any real numbers) is also presented.
Nagy, Tamás
core   +1 more source

Sufficient and necessary conditions of complete convergence for asymptotically negatively associated random variables

open access: yesJournal of Inequalities and Applications, 2018
In this investigation, some sufficient and necessary conditions of the complete convergence for weighted sums of asymptotically negatively associated (ANA, in short) random variables are presented without the assumption of identical distribution.
Haiwu Huang, Qingxia Zhang, Xiongtao Wu
doaj   +1 more source

On Complete Convergence for Weighted Sums of ρ*-Mixing Random Variables

open access: yesAbstract and Applied Analysis, 2013
We prove the strong law of large numbers for weighted sums ∑i=1n‍aniXi, which generalizes and improves the corresponding one for independent and identically distributed random variables and φ-mixing random variables.
Aiting Shen, Xinghui Wang, Huayan Zhu
doaj   +1 more source

On closeness of two discrete weighted sums

open access: yesModern Stochastics: Theory and Applications, 2018
The effect that weighted summands have on each other in approximations of $S={w_{1}}{S_{1}}+{w_{2}}{S_{2}}+\cdots +{w_{N}}{S_{N}}$ is investigated. Here, ${S_{i}}$’s are sums of integer-valued random variables, and ${w_{i}}$ denote weights, $i=1,\dots ,N$
Vydas Čekanavičius   +1 more
doaj   +1 more source

On weighted zero-sum sequences

open access: yesAdvances in Applied Mathematics, 2012
24 pages. Accepted version for publication in Adv.
Sukumar Das Adhikari   +2 more
openaire   +2 more sources

Equivalent Conditions of Complete Convergence for Weighted Sums of Sequences of Negatively Dependent Random Variables

open access: yesAbstract and Applied Analysis, 2012
The complete convergence for weighted sums of sequences of negatively dependent random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete convergence for weighted sums of sequences of ...
Mingle Guo
doaj   +1 more source

Ratio, sum, or weighted sum

open access: yes, 2022
Eco-efficiency is generally defined as the ratio of an economic and an environmental variable. This interpretation is also cited in connection to its most popular implementation, known as the "BASF eco-efficiency portfolio analysis". There is, however, something strange about this.
Heijungs, R.
openaire   +1 more source

On Complete Moment Convergence of Weighted Sums for Arrays of Rowwise Negatively Associated Random Variables

open access: yesJournal of Probability and Statistics, 2012
The complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables is investigated. Some sufficient conditions for complete moment convergence of weighted sums for arrays of rowwise negatively associated random ...
Mingle Guo, Dongjin Zhu
doaj   +1 more source

Homogeneous weights and exponential sums

open access: yesFinite Fields and Their Applications, 2003
Let \({\mathbb F}_{q}\) be a finite field of characteristic \(p\) with \(q=p^{ \mu}\) elements, and \(W_{l}({\mathbb F}_{q})\) the ring of Witt vectors of length \(l\) over \({\mathbb F}_{q}\). The ring \(W_{l}({\mathbb F}_{q})\) is a finite local ring with \(q^{l}\) elements. The maximal ideal of \(W_{l}({\mathbb F}_{q})\) is generated by \(p\), and \(
Voloch, José Felipe, Walker, Judy L.
openaire   +2 more sources

Berry-Esseen bounds for typical weighted sums

open access: yes, 2018
Bobkov SG, Chistyakov G, Götze F. Berry-Esseen bounds for typical weighted sums. Electronic Journal of Probability. 2018;23: 92.Under correlation-type conditions, we derive upper bounds of order 1/root n for the Kolmogorov distance between the ...
Chistyakov, Gennadiy   +2 more
core   +1 more source

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