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Weighted Sum of Correlated Lognormals: Convolution Integral Solution [PDF]
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
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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
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On Complete Convergence for Weighted Sums of ρ*-Mixing Random Variables
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
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On closeness of two discrete weighted sums
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
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On weighted zero-sum sequences
24 pages. Accepted version for publication in Adv.
Sukumar Das Adhikari +2 more
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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
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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.
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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
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Homogeneous weights and exponential sums
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.
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Berry-Esseen bounds for typical weighted sums
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
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