[PDF] Top 20 Cramér theorem for Gamma random variables
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Cramér theorem for Gamma random variables
... of Theorem 4 proved later in our ...centered Gamma random variable which are given by a multiple Wiener-Itˆ o ...characterization for random variable living in a finite or infinite sum ... Voir le document complet
15
Parameter estimation for sums of correlated gamma random variables. Application to anomaly detection in Internet Traffic
... Multivariate gamma distributions, maximum like- lihood estimator, Internet traffic, anomaly ...positive random variables) can be well modeled by gamma distributions in- dependently at each ... Voir le document complet
5
Convergence in law implies convergence in total variation for polynomials in independent Gaussian, Gamma or Beta random variables
... Dini’s theorem. Yet another popular distance for measuring the distance between laws of random variables, which is even stronger than the Kolmogorov distance, is the total variation ... Voir le document complet
12
Stein characterizations for linear combinations of gamma random variables
... operators for random variables whose characteristic function satisfies a simple ...study random variables which can be represented as linear combinations of (non necessarily ... Voir le document complet
19
Large deviation results for triangular arrays of semiexponential random variables
... established for triangular arrays (see, ...standard for the central limit theorem to hold for triangular arrays (see, ...[1, Theorem 27.2]). Dealing with triangular arrays of ... Voir le document complet
21
Probability and moment inequalities for sums of weakly dependent random variables, with applications
... dependent random variables by independent ones and then applying an available in- equality from the independent ...the Theorem is based on a result of Bentkus and Rudzkis (1980) which we quote here ... Voir le document complet
34
Malliavin calculus and Dirichlet structures for independent random variables
... de variables aléatoires par des distributions variées ont suivi : Gamma (Arras et Swan [8], Döbler et Peccati [44], Peköz, Röllin et Ross [114]), Exponentiel (Chatterjee, Fulman et Röllin [25], Peköz et ... Voir le document complet
178
A Local Limit Theorem for random walks conditioned to stay positive
... = 0 , (4.1) where I h := [0, h), and x + I h := [x, x + h). Altough the idea behind the proof is quite simple, our arguments depend on an approx- imation parameter ε and there are a number of somewhat technical points. ... Voir le document complet
21
Malliavin and Dirichlet structures for independent random variables
... borrow for that the idea of con- vergence of Dirichlet structures to ...of random permutations in [23], which is similar in spirit to the so-called Feller coupling (see [3]), is an in- teresting situation ... Voir le document complet
46
New weighted concepts for continuous random variables with applications
... continuous random variable X having a probability density function defined on [a, ...moments for continuous random ...estimations for the cen- tral ...results for Ostrowski type ... Voir le document complet
18
Moderate deviations for stationary sequences of bounded random variables
... Proposition 20 Suppose that a is badly approximable by rationals, i.e satisfies (31). If the func- tion f satisfies (32), then the conclusion of Theorem 1 holds with σ 2 = σ 2 (f ). Note that, under the same ... Voir le document complet
28
New applications of fractional calculus on probabilistic random variables
... In what follows, we propose a result for some estimations of the fractional moments. At the same time, we impose this result as a correction of [8, Corollary 3.1]. So, we prove next statement Theorem 3.5. ... Voir le document complet
9
On the structure of Gaussian random variables
... characterization theorem. The chaos expansion of this random variable is known and it is recalled in Section ...conditions for its normality are satisfied (it is even not differentiable in the ... Voir le document complet
14
A Central Limit Theorem for the Length of the Longest Common Subsequence in Random Words
... illusive. For Bernoulli random variables and/or in various instances where there is a strong "bias" such as high asymmetry or mixed common and increasing subsequence problems, the lower bound ... Voir le document complet
33
Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables
... (see for instance the review paper [15] and the references therein) as well as exponential inequalities (see for instance the paper [10] for Bernstein-type inequalities and applications to empirical ... Voir le document complet
16
Concentration for independent random variables with heavy tails
... p (|F − m| > k) ≤ ε. Remark 10. Theorem 2.4 of [16] also derives concentration inequalities from a weak spectral gap inequality, but they are different from ours. Comparing their Corollary 2.5 with the above ... Voir le document complet
20
A Bayesian Alternative to Mutual Information for the Hierarchical Clustering of Dependent Random Variables
... applied for the dimension- ality of ...normal variables in an AHC procedure as a Bayesian model ...corrects for dimension- ality using a term that scales up the measure as a function of the ... Voir le document complet
27
Multi-dimensional stochastic ordering and associated random variables
... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ... Voir le document complet
22
Beamforming of ultrasound images modelled as stable random variables
... problem on which our model is based. Moreover, p is automat- ically calculated by relating it to the α-stable statistics of US images. Thus, our method, in contrast to minimum variance approaches, does not require any ... Voir le document complet
5
Some estimations on continuous random variables involving fractional calculus
... Motivated by the papers in [ 4 , 7 , 9 , 11 ], in this work, we focus our attention on the applications of fractional calculus on probability theory. We establish new fractional bounds that estimate the w− weighted ... Voir le document complet
10
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