On Cumulative Sums of Random Variables
From MaRDI portal
Recommendations
- Some Generalizations of the Theory of Cumulative Sums of Random Variables
- Cumulants of random sum distributions
- scientific article; zbMATH DE number 3065411
- scientific article; zbMATH DE number 4038936
- scientific article; zbMATH DE number 3113848
- scientific article; zbMATH DE number 4194807
- On Limit Distribution of Sums of Random Variables
- scientific article; zbMATH DE number 4038922
- On the Value Distribution of Sums of Random Variables
Cited in
(61)- On sum of 0-1 random variables, II. Multivariate case
- Estimation using type I censoring for a class of life-time distributions
- Analysis and application of adaptive sampling
- De Finetti's contribution to probability and statistics
- Information gathering in ad-hoc radio networks with tree topology
- Information disclosure and asymmetric speed of learning in booms and busts
- Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments
- A new stochastic Fubini-type theorem. On interchanging expectations and Itล integrals
- Equilibrium behaviors in repeated games
- Matrices -- compensating the loss of anschauung
- Chasing a drunk robber in many classes of graphs
- A comprehensive model for cyber risk based on marked point processes and its application to insurance
- Randomized gathering of asynchronous mobile robots
- Multiplicative up-drift
- The Horton-Strahler number of conditioned Galton-Watson trees
- On the efficiency of data collection for multiple naรฏve Bayes classifiers
- A multiple hypothesis testing approach to detection changes in distribution
- A filtering technique for Markov chains with applications to spectral embedding
- Sequential detection of a steady state
- Optimal sequential testing for an inverse Gaussian process
- The asymptotic variance of departures in critically loaded queues
- scientific article; zbMATH DE number 5896124 (Why is no real title available?)
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- scientific article; zbMATH DE number 5290368 (Why is no real title available?)
- The standardized inverse gaussian distribution tables of the cumulative probability function
- Sequential procedures for comparing several medical treatments
- Capturing the drunk robber on a graph
- Effect of truncating the distribution on a sequaential test
- Optimizing linear functions with the \((1 + \lambda)\) evolutionary algorithm -- different asymptotic runtimes for different instances
- Control of false positive rates in clusterwise fMRI inferences
- Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms
- Exploration of High-Dimensional Grids by Finite Automata
- Wald's martingale and the conditional distributions of absorption time in the Moran process
- Life and work of Bhaskar Kumar Ghosh
- Double-objective economic statistical design of the VP T^2 control chart: Wald's identity approach
- Estimation for the three-parameter inverse Gaussian distribution under progressive Type-II censoring
- Impact of Correlated Neural Activity on Decision-Making Performance
- Approximation der Ruinwahrscheinlichkeit bei diskreter Zeit mittels eines Resultats von A. Wald
- New bounds for edge-cover by random walk
- Limit distribution of the maximum and minimum of successive cumulative sums of random variables
- scientific article; zbMATH DE number 3053480 (Why is no real title available?)
- Note on the zeros of ๐_{๐}^{๐}(cos๐) and ๐๐_{๐}^{๐}(cos๐)/\vphantom{๐๐_{๐}^{๐}(cos๐)๐๐}.\kern-\nulldelimiterspace๐๐ considered as functions of ๐
- The fundamental limit theorems in probability
- Forbidden Transactions and Black Markets
- Consecutive dual failure mode shock systems
- Encounters with Martingales in Statistics and Stochastic Optimization
- Semiparametric predictive inference for failure data using first-hitting-time threshold regression
- Exploration of High-Dimensional Grids by Finite State Machines
- Quick or cheap? Breaking points in dynamic markets
- Variable sampling interval Shewhart control charts for monitoring the multivariate coefficient of variation
- Mirror descent algorithms with nearly dimension-independent rates for differentially-private stochastic saddle-point problems
- Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on d-dimensional half-spaces
- Runtime analysis with variable cost
- Martingale approach for first-passage problems of time-additive observables in Markov processes
- Generalizing the regret: an analysis of lower and upper bounds
- Effective affinity for generic currents in Markov processes
- Calculation of expected reward rate in a two-alternative decision process
- Sharp decoupling inequalities for the variances and second moments of sums of dependent random variables
- Special soundness revisited
- Ecological constraints on the origin of neurones
- Connections, context, and community: Abraham Wald and the sequential probability ratio test
This page was built for publication: On Cumulative Sums of Random Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5846741)