Literatura académica sobre el tema "Conditionally independent random variables"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte las listas temáticas de artículos, libros, tesis, actas de conferencias y otras fuentes académicas sobre el tema "Conditionally independent random variables".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Artículos de revistas sobre el tema "Conditionally independent random variables"
Foss, Serguei y Andrew Richards. "On Sums of Conditionally Independent Subexponential Random Variables". Mathematics of Operations Research 35, n.º 1 (febrero de 2010): 102–19. http://dx.doi.org/10.1287/moor.1090.0430.
Texto completoZhang, Jiaqi, Yanyan Tang y Jie Xiong. "Conditional Strong Law of Large Numbers under G-Expectations". Symmetry 16, n.º 3 (25 de febrero de 2024): 272. http://dx.doi.org/10.3390/sym16030272.
Texto completoBayramoglu (Bairamov), Ismihan. "On Conditionally Independent Random Variables, Copula and Order Statistics". Communications in Statistics - Theory and Methods 43, n.º 10-12 (23 de abril de 2014): 2105–17. http://dx.doi.org/10.1080/03610926.2013.818695.
Texto completoYuan, De-Mei. "CONVERGENCE RATES FOR SEQUENCES OF CONDITIONALLY INDEPENDENT AND CONDITIONALLY IDENTICALLY DISTRIBUTED RANDOM VARIABLES". Journal of the Korean Mathematical Society 53, n.º 6 (1 de noviembre de 2016): 1275–92. http://dx.doi.org/10.4134/jkms.j150490.
Texto completoGudynas, P. P. "Approximation by distributions of sums of conditionally independent random variables". Lithuanian Mathematical Journal 24, n.º 4 (1985): 320–25. http://dx.doi.org/10.1007/bf00969125.
Texto completoAstashkin, Sergey, Fedor Sukochev y Chin Pin Wong. "Disjointification of martingale differences and conditionally independent random variables with some applications". Studia Mathematica 205, n.º 2 (2011): 171–200. http://dx.doi.org/10.4064/sm205-2-3.
Texto completoSavinov, Evgeniy Anatolievich. "A Variant of the Necessary Condition for the Absolute Continuity of Symmetric Multivariate Mixture". Mathematics 9, n.º 13 (27 de junio de 2021): 1505. http://dx.doi.org/10.3390/math9131505.
Texto completoFristedt, Bert y Donald A. Berry. "Optimality of myopic stopping times for geometric discounting". Journal of Applied Probability 25, n.º 2 (junio de 1988): 437–43. http://dx.doi.org/10.2307/3214454.
Texto completoFristedt, Bert y Donald A. Berry. "Optimality of myopic stopping times for geometric discounting". Journal of Applied Probability 25, n.º 02 (junio de 1988): 437–43. http://dx.doi.org/10.1017/s0021900200041103.
Texto completoShervashidze, T. "Local Limit Theorems for Conditionally Independent Random Variables Controlled by a Finite Markov Chain". Theory of Probability & Its Applications 44, n.º 1 (enero de 2000): 131–35. http://dx.doi.org/10.1137/s0040585x97977446.
Texto completoTesis sobre el tema "Conditionally independent random variables"
Vuong, Christophe. "Contributions to stochastic analysis for non-diffusive structures". Electronic Thesis or Diss., Institut polytechnique de Paris, 2023. http://www.theses.fr/2023IPPAT054.
Texto completoThis thesis is concerned with the study of non-diffusive structures. We focus on two classes of such structures.The first subject deals with Malliavin calculus for conditionally independent random variables, which is a special case of discrete Malliavin calculus. It also generalizes the calculus that has been developed for countable products of probability spaces, for independent random variables.In our case, the interest of such a calculus is to complement results in stochastic analysis with proofs of functional inequalities (Poincaré inequality, McDiarmid's inequality) and limit theorems. One of the main applications is the determination of the convergence rate of central limit theorems via the Stein method.By combining Malliavin calculus with the underlying Dirichlet structure of the random variables, we obtain an integration by parts formula which is key to the derivations of so-called Stein bounds of the rates of convergence. We show quantitative limit theorems, including a fourth moment theorem with remainder. In particular, we discuss an application to the asymptotic normality of motif counting in exchangeable random hypergraphs.The second subject studies functionals of a Poisson measure using the notion of invertibility of transformations of that measure on the sample space of random measures. We use the identification of these measures and the associated marked point processes. Invertible transformations are obtained via the Girsanov's theorem, respecting absolute continuity with respect to the reference measure. This results in an entropy criterion for the invertibility of transformations. Finally, we make the connection with stochastic differential equations driven by Poisson measures
Kasparavičiūtė, Aurelija. "Theorems of large deviations for the sums of a random number of independent random variables". Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2014~D_20140121_101308-41106.
Texto completoDisertacinio darbo tyrimo objektas yra atsitiktinio dėmenų skaičiaus nepriklausomų vienodai pasiskirsčiusių atsitiktinių dydžių su teigiamais svoriniais koeficientais sumos, kurios kaip modelis sutinkamos, pavyzdžiui, finansų, draudos matematikose. Daromos prielaidos, kad atsitiktinis dėmenų skaičius yra nepriklausomas nuo sumos dėmenų, atsitiktiniai dėmenys tenkina apibendrintą S. N. Bernšteino sąlygą, o atsitiktinis dėmenų skaičius kartu su svoriais tenkina tam tikras suderinamumo sąlygas. Disertacijos tikslas yra standartizuotos (centruotos ir normuotos) minėtos atsitiktinės sumos skirstinio aproksimacija standartiniu normaliuoju dėsniu didžiųjų nuokrypių tiek Kramero, tiek ir laipsninėse Liniko zonose.
Sambale, Holger [Verfasser]. "Second order concentration for functions of independent random variables / Holger Sambale". Bielefeld : Universitätsbibliothek Bielefeld, 2016. http://d-nb.info/1084888173/34.
Texto completoWu, Hao-cun. "Independent component analysis and its applications in finance". Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/HKUTO/record/B39559099.
Texto completo吳浩存 y Hao-cun Wu. "Independent component analysis and its applications in finance". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B39559099.
Texto completoBaumgarten, Christoph [Verfasser] y Frank [Akademischer Betreuer] Aurzada. "Persistence of sums of independent random variables, iterated processes and fractional Brownian motion / Christoph Baumgarten. Betreuer: Frank Aurzada". Berlin : Universitätsbibliothek der Technischen Universität Berlin, 2013. http://d-nb.info/1035276445/34.
Texto completoPaditz, Ludwig. "Über die Annäherung von Summenverteilungsfunktionen gegen unbegrenzt teilbare Verteilungsfunktionen in der Terminologie der Pseudomomente". Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2013. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-112967.
Texto completoThe pseudo-moments serve as a characteristic of the approach of the components of a cumulative distribution function to the components of the limit distribution function. In the terminology of pseudo-moments estimates of the approximation of the cumulative distribution function by an indefinite divisible distribution function can be specified. The results are derived without the assumption of the so-called condition of infinitesimality. There are given some estimations with or without the assumption of finite variances. Finally some references are given
Bacro, Jean-Noël. "Sur les accroissements des processus de sommes partielles de variables aléatoires indépendantes". Paris 6, 1986. http://www.theses.fr/1986PA066372.
Texto completoHalconruy, Hélène. "Calcul de Malliavin et structures de Dirichlet pour des variables aléatoires indépendantes". Electronic Thesis or Diss., Institut polytechnique de Paris, 2020. http://www.theses.fr/2020IPPAT016.
Texto completoMalliavin calculus was initially developed to provide an infinite-dimensional variational calculus on the Wiener space and further extended to other spaces. In this work, we develop such one in two discrete frameworks. First, we equip any countable product of probability spaces with a discrete Dirichlet-Malliavin structure, consisting of a family of Malliavin operators (gradient, divergence, number operator), an integration by parts formula, and the induced Dirichlet forms. We get the analogues of the classical functional identities and retrieve the usual Poisson and Brownian Dirichlet structures as limits of our induced structures. We provide discrete Stein-Malliavin criterions for the Normal and the Gamma approximations. Second we study insider's trading in a ternary model, Iying on a three-points compound geometric process. We state a modified chaotic decomposition and define the geometric gradient and divergence operators as the annihilation and creation operators acting on it. We state a geometric Ocone-Karatzas formula. We express the insider's additional expected logarithmic utility in terms of relative entropy as in the continuous case
Paditz, Ludwig. "Über mittlere Abweichungen". Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2013. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-112977.
Texto completoIn this paper we study necessary and sufficient conditions for the validity of limit theorems on moderate deviations. Usually x-zones for moderate deviations are called in the terminilogy by YU.V.LINNIK (1971) "very narrow" zones of integral normal attraction. Moreover we analyse the remainder term appearing in the asymptotic relations. Informations on the order of the rate of convergence are given. Earlier results by several authors are generalized. Finally some references are given
Libros sobre el tema "Conditionally independent random variables"
Braverman, Michael Sh. Independent random variables and rearrangement invariant spaces. Cambridge: Cambridge University Press, 1994.
Buscar texto completoM, Lee Lawrence, Nicol David y United States. National Aeronautics and Space Administration., eds. On the minimum of independent geometrically distributed random variables. Hampton, VA: Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 1994.
Buscar texto completoArak, T. V. Uniform limit theorems for sums of independent random variables. Providence, R.I: American Mathematical Society, 1988.
Buscar texto completoPetrov, V. V. Limit theorems of probability theory: Sequences of independent random variables. Oxford: Clarendon Press, 1995.
Buscar texto completoMeerschaert, Mark M. Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice. New York, USA: John Wiley & Sons, 2001.
Buscar texto completoRandom walk and the heat equation. Providence, R.I: American Mathematical Society, 2010.
Buscar texto completoLemeshko, Boris y Irina Veretel'nikova. Criteria for testing hypotheses about randomness and the absence of a trend. Application Guide. ru: INFRA-M Academic Publishing LLC., 2021. http://dx.doi.org/10.12737/1587437.
Texto completoSchurz, Henri, Philip J. Feinsilver, Gregory Budzban y Harry Randolph Hughes. Probability on algebraic and geometric structures: International research conference in honor of Philip Feinsilver, Salah-Eldin A. Mohammed, and Arunava Mukherjea, June 5-7, 2014, Southern Illinois University, Carbondale, Illinois. Editado por Mohammed Salah-Eldin 1946- y Mukherjea Arunava 1941-. Providence, Rhode Island: American Mathematical Society, 2016.
Buscar texto completoBrown, A. A. y V. V. Petrov. Sums of Independent Random Variables. de Gruyter GmbH, Walter, 2022.
Buscar texto completoBrown, A. A. y V. V. Petrov. Sums of Independent Random Variables. Springer, 2011.
Buscar texto completoCapítulos de libros sobre el tema "Conditionally independent random variables"
Kvatadze, Z. A. y T. L. Shervashidze. "On limit theorems for conditionally independent random variables controlled by a finite Markov chain". En Lecture Notes in Mathematics, 250–58. Berlin, Heidelberg: Springer Berlin Heidelberg, 1988. http://dx.doi.org/10.1007/bfb0078480.
Texto completoJacod, Jean y Philip Protter. "Independent Random Variables". En Universitext, 65–75. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-642-55682-1_10.
Texto completoGooch, Jan W. "Independent Random Variables". En Encyclopedic Dictionary of Polymers, 983. New York, NY: Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-6247-8_15255.
Texto completoJacod, Jean y Philip Protter. "Independent Random Variables". En Universitext, 61–72. Berlin, Heidelberg: Springer Berlin Heidelberg, 2000. http://dx.doi.org/10.1007/978-3-642-51431-9_10.
Texto completoCatalano, Costanza y Alberto Gandolfi. "Partially Independent Random Variables". En Springer Proceedings in Mathematics & Statistics, 33–56. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-46310-0_3.
Texto completoJacod, Jean y Philip Protter. "Sums of Independent Random Variables". En Universitext, 117–23. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-642-55682-1_15.
Texto completode la Peña, Víctor H. y Evarist Giné. "Sums of Independent Random Variables". En Probability and its Applications, 1–50. New York, NY: Springer New York, 1999. http://dx.doi.org/10.1007/978-1-4612-0537-1_1.
Texto completoFristedt, Bert y Lawrence Gray. "Sums of Independent Random Variables". En A Modern Approach to Probability Theory, 147–62. Boston, MA: Birkhäuser Boston, 1997. http://dx.doi.org/10.1007/978-1-4899-2837-5_10.
Texto completoChow, Yuan Shih y Henry Teicher. "Sums of Independent Random Variables". En Springer Texts in Statistics, 113–64. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-1950-7_5.
Texto completoKotulski, Zbigniew y Wojciech Szczepiński. "Functions of Independent Random Variables". En Error Analysis with Applications in Engineering, 91–105. Dordrecht: Springer Netherlands, 2009. http://dx.doi.org/10.1007/978-90-481-3570-7_4.
Texto completoActas de conferencias sobre el tema "Conditionally independent random variables"
Zhang, Yanbao, Akshay Seshadri y Emanuel Knill. "Confidence-Interval Construction with Non-I.I.D. Spot-Checking Trials & its Application in Quantum Information". En Quantum 2.0. Washington, D.C.: Optica Publishing Group, 2023. http://dx.doi.org/10.1364/quantum.2023.qtu3a.20.
Texto completoHu, Zhen, Sankaran Mahadevan y Xiaoping Du. "Uncertainty Quantification in Time-Dependent Reliability Analysis". En ASME 2015 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/detc2015-47925.
Texto completoChen, Qi, Fan Cheng, Tie Liu y Raymond W. Yeung. "A marginal characterization of entropy functions for conditional mutually independent random variables (with application to Wyner's common information)". En 2015 IEEE International Symposium on Information Theory (ISIT). IEEE, 2015. http://dx.doi.org/10.1109/isit.2015.7282600.
Texto completoDaskalakis, Constantinos, Ilias Diakonikolas, Ryan ODonnell, Rocco A. Servedio y Li-Yang Tan. "Learning Sums of Independent Integer Random Variables". En 2013 IEEE 54th Annual Symposium on Foundations of Computer Science (FOCS). IEEE, 2013. http://dx.doi.org/10.1109/focs.2013.31.
Texto completoKarloff, Howard y Yishay Mansour. "On construction of k-wise independent random variables". En the twenty-sixth annual ACM symposium. New York, New York, USA: ACM Press, 1994. http://dx.doi.org/10.1145/195058.195409.
Texto completoSun, Liye, Teresa Vidal-Calleja y Jaime Valls Miro. "Coupling conditionally independent submaps for large-scale 2.5D mapping with Gaussian Markov Random Fields". En 2017 IEEE International Conference on Robotics and Automation (ICRA). IEEE, 2017. http://dx.doi.org/10.1109/icra.2017.7989358.
Texto completoCharalambous, Charalambos D. y Jan H. van Schuppen. "Characterization of Conditional Independence and Weak Realizations of Multivariate Gaussian Random Variables: Applications to Networks". En 2020 IEEE International Symposium on Information Theory (ISIT). IEEE, 2020. http://dx.doi.org/10.1109/isit44484.2020.9174403.
Texto completoKuo, C. J. y Y. F. Hsu. "On the quantization efficiency of independent and uncorrelated random variables". En [Proceedings] ICASSP-92: 1992 IEEE International Conference on Acoustics, Speech, and Signal Processing. IEEE, 1992. http://dx.doi.org/10.1109/icassp.1992.226349.
Texto completoSchudy, Warren y Maxim Sviridenko. "Concentration and Moment Inequalities for Polynomials of Independent Random Variables". En Proceedings of the Twenty-Third Annual ACM-SIAM Symposium on Discrete Algorithms. Philadelphia, PA: Society for Industrial and Applied Mathematics, 2012. http://dx.doi.org/10.1137/1.9781611973099.37.
Texto completoDe, Anindya, Philip M. Long y Rocco A. Servedio. "Learning Sums of Independent Random Variables with Sparse Collective Support". En 2018 IEEE 59th Annual Symposium on Foundations of Computer Science (FOCS). IEEE, 2018. http://dx.doi.org/10.1109/focs.2018.00036.
Texto completoInformes sobre el tema "Conditionally independent random variables"
Niang, Aladji Babacar, Gane Samb Lo y Moumouni Diallo. Asymptotic laws of summands I: square integrable independent random variables. Arxiv, agosto de 2021. http://dx.doi.org/10.16929/hs/imhotep.2021.x.002.
Texto completoSchlenker, George J. Methods for Calculating the Probability Distribution of Sums of Independent Random Variables. Fort Belvoir, VA: Defense Technical Information Center, julio de 1986. http://dx.doi.org/10.21236/ada170465.
Texto completoNuttall, Albert H. Joint Probability Density Function of Selected Order Statistics and the Sum of the Remainder as Applied to Arbitrary Independent Random Variables. Fort Belvoir, VA: Defense Technical Information Center, noviembre de 2003. http://dx.doi.org/10.21236/ada419339.
Texto completoEdwards, Susan L., Marcus E. Berzofsky y Paul P. Biemer. Addressing Nonresponse for Categorical Data Items Using Full Information Maximum Likelihood with Latent GOLD 5.0. RTI Press, septiembre de 2018. http://dx.doi.org/10.3768/rtipress.2018.mr.0038.1809.
Texto completoSchulz, Jan, Daniel Mayerhoffer y Anna Gebhard. A Network-Based Explanation of Perceived Inequality. Otto-Friedrich-Universität, 2021. http://dx.doi.org/10.20378/irb-49393.
Texto completo