Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 324 for “"Random variables"”.
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An Asymptotic Expansion for Sums of Random Variables
In this thesis we introduce a local limit theorem for probability
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Limit Theorems for Multiply-Indexed Mixing Random Variables
Made available in DSpace on 2014-12-14T13:09:27Z (GMT). No. of bitstreams: 1 7606887.pdf: 1820583 bytes, checksum: 7d2a63f984f7bcd4dd2258940251690a (MD5) Previous issue date: 1975
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On the pathological character of independent random variables
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1959.
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A New Asymptotic Expansion for Sums of Random Variables
… of sums of independent identically distributed random variables. Let X be a random variable with finite variance, and X1, X2, …, a sequence of i.i.d. random variables each with the same distribution as X. In addition, suppose that X has probability function p, where p is either a density or a …
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Weak approximations of CKLS model by discrete random variables /
… model that would use only generation of discrete random variables at each approximation step. CKLS model was introduced in 1992 and is widely used for modeling interest rates and prices of options and bonds. Particular cases of the model are the Vašiček model, a geometric Brownian motion, the CIR …
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Concentration Inequalities for Dependent Random Variables on Bayesian Networks
… results for the function defined on the random variables on a Bayesian Network. In this work, we provide several concentration inequality results under the assumption that the function is Lipshitz or bounded difference. In addition, we illustrate about the concentration of the maximum …
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Central limit theorems for D[0,1]-valued random variables
Thesis. 1975. Ph.D.--Massachusetts Institute of Technology. Dept. of Mathematics.
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Change Point Detection and Estimation in Sequences of Dependent Random Variables
… procedures for sequences of dependent binary random variables are proposed and their asymptotic properties are explored. The two procedures are a dependent cumulative sum statistic (DCUSUM) and a dependent likelihood ratio test (LRT) statistic, which are generalizations of the independent …
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An Exponential Formula for Random Variables Generated by Multiple Brownian Motions
… to develop Dyson-series like representations for random variables generated by classical Brownian motion, Lévy processes and fractional Brownian with Hurst index greater than 1/2.The relationship between the conditional expectation of a random variable (or fractional conditional expectation in the …
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A Comparison of Methods for Generating Bivariate Non-normally Distributed Random Variables
… needed, it is important for simulations of those variables to provide data that is close to the desired parameters while also being fast and easy to perform. Three algorithms for generating multivariate non-normal distributions are reviewed for accuracy, speed and simplicity. They are the …
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Stochastic optimization with decisions truncated by random variables and its applications in operations
… problems with decisions truncated by random variables and its applications in operations management. The technical difficulty of these problems is that the optimization problem is not convex due to the truncation. We develop a transformation technique to convert the original non-convex …
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Invariance Principles for Random Processes Generated by Extrema and Partial Sums of Random Variables
Assume that F is a distribution function such that for some non-degenerate distribution function G, and sequences of constants a(,n) (a(,n) positive) and b(,n), we have that, as n increases, F('n)(a(,n)x + b(,n)) converges to G(x) for every real value x. Under these conditions we prove a strong …
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Almost Sure Approximation of Sums of Weakly Dependent Lattice-Indexed Random Variables by Brownian Sheets
Made available in DSpace on 2014-12-14T13:09:42Z (GMT). No. of bitstreams: 1 8004236.pdf: 1540555 bytes, checksum: 1e3c663b2d8e907a193299a70ff315f7 (MD5) Previous issue date: 1979
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ΑΣΘΕΝΩΣ ΕΞΗΡΤΗΜΕΝΕΣ ΤΥΧΑΙΕΣ ΜΕΤΑΒΛΗΤΕΣ ΚΑΙ ΜΗ ΠΑΡΑΜΕΤΡΙΚΗ ΕΚΤΙΜΗΣΗ ΠΥΚΝΟΤΗΤΑΣ ΠΙΘΑΝΟΤΗΤΑΣ
IN THIS WORK THE DEFINITION OF WEAKLY DEPENDENT RANDOM VARIABLES ARE GIVEN. KNOWN AND NEW RESULTS ARE GIVEN WITH A VIEW TO MAKING THEM READILY AVAILABLE FOR CERTAIN STATISTICAL APPLICATIONS. EXPONENTIAL PROBABILITY BOUNDS FOR SUMS OF TRIANGULAR ARRAY OF WEAKLY DEPENDENT RANDOM VARIABLES ARE GIVEN, …
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Confidence intervals for exposure risk assessment
… where all thetaij's are unknown means of certain random variables. In assessing the risk to human health from exposure to the pollutant of concern, a confidence interval estimate of Q is needed. In the case of independent normal random variables, point estimates and certain types of interval …
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Correlated Sources In Distributed Networks - Data Transmission, Common Information Characterization and Inferencing
… the common information among dependent random variables, and testing the presence of dependence among observations.</p> <p>It is well known that separated source and channel coding is optimal for point-to-point communication. However, this is not the case for multi-terminal …
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Inference and decision making in large weakly dependent graphical models
… develop a new optimisation problem for Bernoulli random variables, called constrained Bayes linear, which has additional constraints incorporated into the Bayes linear optimisation problem. For non-linear relationships between the latent variable and observations, Bayes linear will give a poor …
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Two Random Multiplicative Processes: Multiplicative Cascades and Eigenvectors of the Random Schrodinger Operator
In this thesis we focus on two distinct random processes constructed using a sequence of independent identically distributed random variables along with a product structure on the underlying space. The first, a collection of random variables attached to vertices of the rooted binary tree, uses the …
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