关于DRCE随机变量渐近分布性质的探讨

本文讨论了ＤＲＣＥ随机变量渐近正态收敛速度的一致上、下界，并对一类特殊的ＤＲＣＥ随机变量，讨论了其退化情况的不变原理。     

On the Distribution of a Sum of Sarmanov Distributed Random Variables

Built from given marginals with a flexible dependency structure, Sarmanov’s family of multivariate distributions became of interest in various fields. In this paper, we present some formulas for the density of the sum of several random variables joined by Sarmanov’s distribution, with accent on the particular case of exponentially distributed marginals. Such results are useful in solving, e.g., financial and actuarial problems.     

逆Weibull分布随机变量的随机比较

研究了两个相互独立的逆Weibull分布随机变量间的随机序,似然比序,危险率序以及凸序之间的相互关系,给出了两个相互独立但不同分布的随机变量满足各种随机序时其分布所含参数间的相应关系．也给出了两组相互独立但不同分布的随机变量极值间在一般随机序下的大小关系．     

逆Weibull分布随机变量的随机比较(英文)

研究了两个相互独立的逆Weibull分布随机变量间的随机序,似然比序,危险率序以及凸序之间的相互关系,给出了两个相互独立但不同分布的随机变量满足各种随机序时其分布所含参数间的相应关系.也给出了两组相互独立但不同分布的随机变量极值间在一般随机序下的大小关系.     

On the Distribution of the Sum of n Non-Identically Distributed Uniform Random Variables

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the characteristic function, we derive explicit formulae for the distribution of the sum of n non-identically distributed uniform random variables in both the continuous and the discrete case. The results, though involved, have a certain elegance. As examples, we derive from our general formulae some special cases which have appeared in the literature.     

Polynomial Transformations of Random Variables on Finite Sets

Mathematical Notes -     

有趣的随机变量和的分布算法

根据实际问题.提出计算随机变量和的分布的两种方法,即多项式相乘法和概率母函数法.     

On Operator-Valued Semicircular Random Variables

In this paper, we discuss some special properties of operator-valued semicircular random variables including representation of the Cauchy transform of a compactly supported probability measure in terms of their operator-valued Cauchy transforms and existence of nonzero discrete part of their associated distributions.     

On Sums of Lognormal Random Variables

Approximations to the characteristic function of the lognormal distribution are computed and used to calculate approximations to the density of sums of lognormal random variables.     

求二维随机变量函数分布的截图降维法

计算二维随机变量函数分布的卷积公式是一个降维公式,通过图形辅助求解,揭示图形中所截的线段实为卷积公式中积分变量的取值范围.以两个实例说明:利用降维公式辅助截图可有效降低计算难度.     

独立随机变量乘积的分布

得到了两个独立的任意分布随机变量乘积的分布函数的计算公式,该公式推广了参考文献[1]中定理1的结果.     

On the Law of the Iterated Logarithm for a Sequence of Independent Random Variables with Finite Variances

Sufficient conditions are given for the applicability of the law of the iterated logarithm to a sequence of independent random variables having finite variances. Bibliography: 5 titles.     

On the Maximum of Bivariate Normal Random Variables

The behavior of the mean and variance of the maximum of bivariate normal random variables to changes in the means, variances, and covariance of the underlying random variables is considered.     

Asymptotic Distribution of Extremes of Randomly Indexed Random Variables

Let {X _n} be a sequence of i.i.d. random variables and let {_k} be a sequence of random indexes. We study the problem of the existence of non-degenerated asymptotic distribution for min{X ₁,..., X _n}.     

On the Growth of Sums of Nonnegative Random Variables

Almost sure estimates of the growth of sums of nonnegative random variables are established. A generalization of author's result on the growth of sums of the indicators of arbitrary events is obtained. Bibliography: 10 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 237–241.     

On the Convergence of Series of Dependent Random Variables

Journal of Theoretical Probability - Given a sequence $$(X_n)$$ of symmetrical random variables taking values in a Hilbert space, an interesting open problem is to determine the conditions under...