Efficient computation of the stochastic behavior of partial sum processes

DOI10.1007/s00180-019-00920-zzbMath1505.62350arXiv1712.04712OpenAlexW2973344049WikidataQ127226610 ScholiaQ127226610MaRDI QIDQ2184415

Seksan Kiatsupaibul, Wei Liu, Sorawit Saengkyongam, Anthony J. Hayter

Publication date: 28 May 2020

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.04712

zbMATH Keywords

reliabilitystochastic controlconditional probabilitypartial sumsrecursive computationsproduct quality assessment

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Uses Software

• SciPy

Cites Work

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• An analysis of a variation of hit-and-run for uniform sampling from general regions
• Hit-and-Run Algorithms for Generating Multivariate Distributions
• Approximations to the probability integral and certain percentage points of a multivariate analogue of Student's t-distribution

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