搜索结果: 1-15 共查到“INDEPENDENT RANDOM”相关记录27条 . 查询时间(0.078 秒)
A LOCAL LIMIT THEOREM FOR SUMS OF INDEPENDENT RANDOM VECTORS
THEOREM FOR SUMS INDEPENDENT RANDOM
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...
A FUNCTIONAL HUNGARIAN CONSTRUCTION FOR SUMS OF INDEPENDENT RANDOM VARIABLES
Komlos-Major–Tusnády inequality Partial sum process Non-identically distributed variables Function classes Asymptotic equivalence of statistical experiments
2015/8/25
We develop a Hungarian construction for the partial sum process of independent non-identically distributed random variables. The process is indexed by functions f from a class H, but the supremum over...
On possible mixing rates for some strong mixing conditions for N-tuplewise independent random fields
Random field mixing conditions mixing rates N-tuplewise independence
2011/9/15
Abstract: For a given pair of positive integers $d$ and $N$ with $N \geq 2$, for strictly stationary random fields that are indexed by the $d$-dimensional integer lattice and satisfy $N$-tuplewise ind...
Extend the Borel-Cantelli lemma to sequences of non-independent random variables
Borel-cantelli Lemma Cauchy-schwarz Inequality
2010/9/21
In this paper we discus on the Borel-Cantelli lemma when the condition of independent events is replaced by negative quadrant dependent condition.
On the Asymptotic Spectrum of Products of Independent Random Matrices
Asymptotic Spectrum of Products Independent Random Matrices
2011/1/21
We consider products of independent random matrices with independent entries.The limit distribution of the expected empirical distribution of eigenvalues of such products is computed. Let X()jk , 1 ≤...
Current fluctuations for independent random walks in multiple dimensions
Independent random walks hydrodynamic limit current Independent random walks
2010/12/6
Consider a system of particles evolving as independent and iden-tically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity ~v, the c...
On the convergence rate in the central limit theorem of some functions of the average of independent random variables
the convergence rate the central limit theorem independent random variables
2009/9/24
This note gives the convergence rate in the central
limit theorem and the random central limit theorem of some
functions of the average of independent random variables.
On the limit behaviour of random sums of independent random variables
the limit behaviour random sums independent random variables
2009/9/24
On the limit behaviour of random sums of independent random variables。
Weak convergence of random sums of infima of independent random variables
Weak convergence random sums independent random variables
2009/9/24
Weak convergence of random sums of infima of independent random variables。
On the rate of convergence in the central limit theorem for functions of the average of independent random variables
the rate of convergence the central limit theorem independent random variables
2009/9/23
We give tbe rate of convergence in the central limit
theorem and the random central limit theorem for functions belonging
to the class I of all real differentiable functions g such that
gr E L(1).
On Levy's and Dudley's type estimates of the rate convergence in the central limit theorem for functions of the average of independent random variables
Levy's and Dudley's type estimates the rate convergence the central limit theorem
2009/9/23
The Levy and the Dudley metrics are used to give
estimates of the rate convergence in the centrat- limit theorem for
some functions of the average of independent random variables.
Topology of the convergence in probability on a linear span of a sequence of independent random variables
Topology of the convergence a linear span independent random variables
2009/9/23
Topology of the convergence in probability on a linear span of a sequence of independent random variables。
Weak convergence to the Brownian motion of the partial sums of infima of independent random variables
Weak convergence the Brownian motion independent random variables
2009/9/23
Weak convergence to the Brownian motion of the partial sums of infima of independent random variables。
On the rate of convergence to Brownian motion of the partial sums of infima of independent random variables
the rate of convergence to Brownian motion the partial sums of infima
2009/9/23
On the rate of convergence to Brownian motion of the partial sums of infima of independent random variables。
Exponential Orlicz spaces and independent random variables
Exponential Orlicz spaces independent random variables
2009/9/23
Exponential Orlicz spaces and independent random variables。