搜索结果: 1-14 共查到“知识库 统计学 Random Vectors”相关记录14条 . 查询时间(0.187 秒)
Strong exponential integrability of sums of independent B-valued random vectors
Strong exponential integrability sums of independent B-valued random vectors
2009/9/24
Strong exponential integrability of sums of independent B-valued random vectors。
A roumula for the density of the norm of stable random vectors in Hilbert spaces
the density of the norm stable random vectors Hilbert spaces
2009/9/23
A roumula for the density of the norm of stable random vectors in Hilbert spaces。
Complements on decoupling inequalities for multilinear functions in stable random vectors
decoupling inequalities multilinear functions stable random vectors
2009/9/23
Complements on decoupling inequalities for multilinear functions in stable random vectors。
Comparison of sums of independent identically distributed random vectors
Comparison sums of independent identically distributed random vectors
2009/9/23
Comparison of sums of independent identically distributed random vectors。
For a symmetric a-stable random vector (XI.,. . , X,,X ,+ ,)
with 1 < a < 2 and spectral measure r, we find a necessary and
sufficient condition in terms of r for the conditional variance
Var(X,+l ...
Weak convergence of random vectors and distributions in Banach spaces
Distributions in Banach spaces weak limits of random vectors weak limits of distributions
2009/9/21
Let (5,J be a sequence of random vectors with values in
a Banach space X with distributions pen weakly converging to a given
distribution p. We characterize a general form of a distribution of
a we...
Some remarks on S alpha S,beta - substable random vectors
Symmetric u-stable vector substable distributions spectral measure
2009/9/21
An SorS random vector X is pserbstable, or < fl d 2,
if X: YeiM for some symmetric /?-stable random vector Y, 8 3 0
a random variable with the Laplace transform exp {-@), Y and
B are independent. W...
Multivariate large deviations for sums of i.i.d. random vectors with compactly supported distribution
Abel theorem Cramkr transfonnatiou Fenchel-Legendre transformation Laplace method
2009/9/21
The sums of i.i.d. random vectors with compactly supported
and absolutely continuous distribution are considered. Under
some conditions the strong form of the local limit theorem for large
deviatio...
Coamparision of tail probabilities of strictly stable/stable random vectors and their symmetrized counterparts with application
Stable emistable nequality
2009/9/21
It is shown that the tail probabilities of a strictly
(r, a)-semistable (0 < r < 1,0 < n < 2, a # 1) Banach space valued random
vector X and its symmetrized counterpart are "uniformly" comparable
i...
LOCAL LARGE DEVIATION THEOREM FOR SUMS OF LLD. RANDOM VECTORS WHEN THE CRAMER CONDITION HOLDS IN THE WHOLE SPACE
Abel theorem conjugate density Laplace method slow variation
2009/9/21
A class of multidimensiond distributions is considered.
This class contains all the elliptically contoured distributions having
sup-exponential weight function. Each representative of the class dete...
LIMITING BEHAVIOR OF WEIGHTED SUMS OF HEAVY-TAILED RANDOM VECTORS AND APPLICATIONS
Generalized domains of semistable attraction operator semistable laws laws of the iterated logarithm
2009/9/21
We present an integral test to determine the limiting
behavior of weighted sums of i.i.d. Rd-valued random vectors belonging
to the (generalized) domain of operator semistable attraction of
some no...
THE FUNCTIONAL EQUATION AND STRICTLY SUBSTABLE RANDOM VECTORS
Stable, strictly stable substable random vectors spectral measure characteristic functions
2009/9/18
A random vector X is B-substable, BE(O, 21, Z there
exist a symmetric 8-stable random vector Y and a random variable
8 3 0 independent of l' such that X Y @'I8. In this paper we investigate
strictl...
L1-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals
Infinitely divisible random variables stochastic integrals
2009/5/4
Equivalent upper and lower bounds for the L1 norm of Hilbert space valued infinitely divisible random variables are obtained and used to find bounds for different types of stochastic integrals.
A New Generalization of Chebyshev Inequality for Random Vectors
New Generalization Chebyshev Inequality Random Vectors
2010/4/30
In this article, we derive a new generalization of Chebyshev inequality for random vectors.
We demonstrate that the new generalization is much less conservative than the classical
generalization.