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安徽师范大学数学计算机科学学院概率论与数理统计英文课件Chapter3 Random Vectors and their Numerical Characteristics
安徽师范大学概率论与数理统计课件Chapter3 Random Vectors and their Numerical Characteristics
A LOCAL LIMIT THEOREM FOR SUMS OF INDEPENDENT RANDOM VECTORS     THEOREM FOR SUMS  INDEPENDENT RANDOM       font style='font-size:12px;'> 2015/9/29
We prove a local limit the sums of independent random vectors satisfying appropriate tightness assumptions. In particular, the local limit theorem holds in dimension 1 if the summands are uniformly bo...
Abstract: We establish new tail estimates for order statistics and for the Euclidean norms of projections of an isotropic log-concave random vector. More generally, we prove tail estimates for the nor...
Abstract: This paper studies the effect of truncation on the large deviations behavior of the partial sum of a triangular array coming from a truncated power law model. Each row of the triangular arra...
Abstract: In a recent paper, Michalowicz et al. provide an extension of Isserlis theorem to the case of a Bernoulli location mixture of a Gaussian vector. We extend here this result to the case of any...
Weak and strong moments of random vectors      Weak  strong moments  random vectors        font style='font-size:12px;'> 2011/1/21
We discuss a conjecture about comparability of weak and strong moments of log-concave random vectors and show the conjectured inequality for unconditional vectors in normed spaces with a bounded cotyp...
The paper is divided into two parts. In the first part we lay down the foundation for defining the joint annihilation–preservation–creation decomposition of a finite family of, not necessarily commut...

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