... h CHAPTER 11 General RandomVariables 125 (X,Y) C y { (X,Y)ε C} Ω x Figure 11.2: Two real-valued randomvariables X; Y 11.4 Tworandomvariables Let X; Y be tworandomvariables !IR defined on ... vector of randomvariables X1; X2; : : : ; Xn T , and the corresponding column vector of values x1 ; x2; : : : ; xn T has a multivariate normal distribution if and only if the randomvariables ... : ::: If any n randomvariables X1 ; X2; : : : ; Xn have this moment generating function, then they are jointly normal, and we can read out the means and covariances The randomvariables are jointly...
... particular class of random variables, called circular complex randomvariables Circularity is a type of symmetry in the distributions of the real and imaginary parts of complex randomvariables and ... Likewise, a collection of N complex randomvariables is really just a collection of 2N real randomvariables with some joint distribution in R2N Because these randomvariables have an interpretation ... the randomvariables themselves are complex: the χ , F , and β distributions all describe real randomvariables functionally dependent on complex Gaussians Let z and q be independent scalar random...
... the distribution of the composed randomvariables and their stabilities Dotor thesis, Hanoi 2000 [2] Tran Kim Thanh, Nguyen Huu Bao, On the geometric composed variables and the estimate of the...
... operation of two- mode random microlaser, the variation of laser parameters influences clearly on the transformation of mode photon densities With each parameter, its influence on two modes almost ... one of other mode The reason perhaps is due to the conservation of energy in the operation of two- mode random microlaser However, this result reflects the energy transformation and the complex interaction ... photon density in random laser that has been indicated in same experiments works (see [5]) At last, we hope this study method realized here will be extended to the case of multimode random microlaser...
... distribution of the variables X1 , X2 , , X,, More generally, if T is any set of real numbers, a family of randomvariables X (t), t e T, defined on (Q, R, P) is called a random process Conditions ... can arise as limits of distributions of sums of independent randomvariables Consider, for each n, a collection of independent random variables, Xnl , Xn2, , Xnkn The Xnk are said to be uniformly ... Xl+X2+ + Xn _ An Bn (2.1 3) of stationarily dependent randomvariables In this section we establish this result for independent randomvariables ; the general case is dealt with in Theorem 18...
... presented by Yang for NA randomvariables and Wang et al for NOD randomvariables Using the exponential inequalities, we further study the complete convergence for acceptable randomvariables MSC(2000): ... acceptable randomvariables For example, Xing et al [6] consider a strictly stationary NA sequence of randomvariables According to the sentence above, a sequence of strictly stationary and NA randomvariables ... acceptable randomvariables and denote Sn = n Xi for each n ≥ i=1 Remark 1.1 If {Xn , n ≥ 1} is a sequence of acceptable random variables, then {−Xn , n ≥ 1} is still a sequence of acceptable random variables...
... randomvariables with a non-degenerate distribution function F For each n ≥ 1, the symbol S n /Vn denotes selfnormalized partial sums, where S n = n i=1 Xi , Vn = n i=1 Xi2 We say that the random ... i.i.d randomvariables and VarS n ∼ nl(ηn ) as n → ∞ from EX = 0, Lemma 2.1 (iii), and (13), it follows that ¯ ¯ S n − ES n nl(ηn ) d −→ N, as n → ∞, where N denotes the standard normal random ... A note on the almost sure limit theorem for self-normalized partial sums of randomvariables in the domain of attraction of the normal law Qunying Wu1,2 College of Science, Guilin...
... independent random variable sequences, there still remains much to be desired The concept of complete convergence of a sequence of randomvariables was introduced by Hsu and Robbins [8] A sequence of random ... sure convergence of summation of randomvariables Hsu and Robbins [8] proved that the sequence of arithmetic means of independent and identically distributed randomvariables converges completely ... NQD randomvariables with non-identically distributed are investigated The main results obtained generalize and extend the relevant result of Wu [5] for sequences of pairwise NQD random variables...
... subcollection is NOD An array of randomvariables {Xni, i ≥ 1, n ≥ 1} is called rowwise NOD randomvariables if for every n ≥ 1, {Xni, i ≥ 1} is a sequence of NOD randomvariables The concept of NOD ... strong law of large numbers for arrays of rowwise negatively associated (NA) randomvariables A finite collection of randomvariables X1, X2, , Xn is said to be negatively orthant dependent (NOD) ... Proschan [3] Obviously, independent randomvariables are NOD Joag-Dev and Proschan [3] pointed out that NA (one can refer to Joag-Dev and Proschan [3]) randomvariables are NOD They also presented...
... convergence results for independent randomvariables have been extended to dependent randomvariables by many authors The concept of negatively associated randomvariables was introduced by Alam ... exists An infinite family of randomvariables is negatively associated if every finite subfamily is negatively associated The concept of negatively dependent randomvariables was introduced by ... infinite family of randomvariables is negatively dependent if every finite subfamily is negatively dependent Chen et al [9] extended Theorem 1.2 to negatively associated randomvariables Theorem...
... acceptable randomvariables For example, Xing et al [6] consider a strictly stationary NA sequence of randomvariables According to the sentence above, a sequence of strictly stationary and NA randomvariables ... acceptable randomvariables n and denote Sn = i=1 Xi for each n ≥ Remark 1.1 If {Xn, n ≥ 1} is a sequence of acceptable random variables, then {-Xn, n ≥ 1} is still a sequence of acceptable randomvariables ... results of Yang [9] for NA randomvariables and Wang et al [10] for NOD randomvariables In Section 3, we will study the complete convergence for acceptable randomvariables using the exponential...
... mixing positive randomvariables Theorem 1.3 Let {Xn , n ≥ 1} be a sequence of identically distributed positive strongly mixing μ > and Var X1 σ , dk and Dn as mentioned above Denote random variable ... 1.8 In order to prove Theorem 1.3 we first establish ASCLT for certain triangular arrays of n randomvariables In the sequel we shall use the following notation Let bk,n i k 1/i and k n 2 sk,n ... we need the following lemmas Lemma 2.1 see Let {Xn , n ≥ 1} be a sequence of strongly mixing randomvariables with zero mean, and let {ak,n , ≤ k ≤ n, n ≥ 1} be a triangular array of real numbers...
... Inequalities and Applications variables Consequently, the following definition is needed to define sequences of negatively dependent randomvariables Definition 1.2 The randomvariables X1 , , Xn are ... 1.3 n P Xj > xj j An infinite sequence of randomvariables {Xn ; n ≥ 1} is said to be ND if every finite subset X1 , , Xn is ND Definition 1.3 Randomvariables X1 , X2 , , Xn , n ≥ are said ... so ND is much weaker than NA Because of the wide applications of ND random variables, the notions of ND dependence of randomvariables have received more and more attention recently A series of...