搜索结果: 1-8 共查到“概率论 sums”相关记录8条 . 查询时间(0.093 秒)
A LOCAL LIMIT THEOREM FOR SUMS OF INDEPENDENT RANDOM VECTORS
THEOREM FOR SUMS INDEPENDENT RANDOM
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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...
ON THE MAXIMUM DIFFERENCE BETWEEN THE EMPIRICAL AND EXPECTED HISTOGRAMS FOR SUMS
N independent distributed random variables curve Sn probability histogram
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2015/7/14
Suppose Sn
is a sum of n independent and identically
distributed random variables with E\Xl\
Tail estimates for norms of sums of log-concave random vectors
log-concave random vectors concentration inequalities deviation inequalities random matrices
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2011/9/15
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...
Moments of random sums and Robbins' problem of optimal stopping
Moments of random sums Robbins' problem Probability
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2011/9/13
Abstract: Robbins' problem of optimal stopping asks one to minimise the expected {\it rank} of observation chosen by some nonanticipating stopping rule. We settle a conjecture regarding the {\it value...
Compositions, Random Sums and Continued Random Fractions of Poisson and Fractional Poisson Processes
Fractional birth process Bell polynomials Mittag–Leffler functions Fibonacci numbers continued fractions Poisson random fields
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2011/9/8
Abstract: In this paper we consider the relation between random sums and compositions of different processes. In particular, for independent Poisson processes $N_\alpha(t)$, $N_\beta(t)$, $t>0$, we sh...
Malliavin Calculus and Self Normalized Sums
Malliavin calculus multiple stochastic integrals Steinn’s method self-normalized sums limit theorems
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2011/8/23
Abstract: We study the self-normalized sums of independent random variables from the perspective of the Malliavin calculus. We give the chaotic expansion for them and we prove a Berry-Ess\'een bound w...
Random Gaussian sums on trees
Gaussian processes processes indexed by trees bounded processes
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2011/1/21
Let T be a tree with induced partial order . We investigate centered Gaussian processes
X = (Xt)t∈T represented as Xt = σ(t) X vt α(v)ξv for given weight functions α and σ on T and with (ξv)v∈T i.i...
On the limit distributions of some sums of a random multiplicative function
limit distributions of some sums of random multiplicative function
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2011/1/17
We study sums of a random multiplicative function; this is an example,of number-theoretic interest, of sums of products of independent random variables (chaoses).