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THE SUBGROUP ALGORITHM FOR GENERATING UNIFORM RANDOM VARIABLES
Subgroup algorithm to generate unified random variable
2015/7/14
THE SUBGROUP ALGORITHM FOR GENERATING UNIFORM RANDOM VARIABLES.
EXCHANGEABLE PAIRS OF BERNOULLI RANDOM VARIABLES, KRAWTCHOUCK POLYNOMIALS, AND EHRENFEST URNS
Interchangeable Bernoulli random variable KRAWTCHOUCK polynomials Ellen urn
2015/7/7
EXCHANGEABLE PAIRS OF BERNOULLI RANDOM VARIABLES, KRAWTCHOUCK POLYNOMIALS, AND EHRENFEST URNS。
Explicit Bounds for the Distribution Function of the Sum of Dependent Normally Distributed Random Variables
Explicit Bounds Dependent Normally Distributed Random Variables Distribution Function of the Sum
2011/9/19
Abstract: In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the i...
Tail Asymptotic of Sum and Product of Random Variables with Applications in the Theory of Extremes of Conditionally Gaussian Processes
tail asymptotic Laplace method self-similar processes Gaussian processes locally stationary processes
2011/9/15
Abstract: We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome bu...
Large deviations for truncated heavy-tailed random variables: a boundary case
heavy tails truncation regular variation large deviation
2011/9/6
Abstract: This paper investigates the decay rate of the probability that the row sum of a triangular array of truncated heavy tailed random variables is larger than an integer (k) times the truncating...
Moments Equalities for Nonnegative Integer-Valued Random Variables
Expectation Moments Equalities
2010/2/26
We present and prove two theorems about equalities for the nth moment of nonnegative integer-valued random variables. These equalities generalize the well known equality for the first moment of a nonn...