scholarly journals Sharp Concentration Inequalities for Deviations from the Mean for Sums of Independent Rademacher Random Variables

2017 ◽  
Vol 21 (2) ◽  
pp. 281-291
Author(s):  
Harrie Hendriks ◽  
Martien C. A. van Zuijlen
1987 ◽  
Vol 24 (4) ◽  
pp. 809-826 ◽  
Author(s):  
J. Michael Steele ◽  
Lawrence A. Shepp ◽  
William F. Eddy

Let Vk,n be the number of vertices of degree k in the Euclidean minimal spanning tree of Xi, , where the Xi are independent, absolutely continuous random variables with values in Rd. It is proved that n–1Vk,n converges with probability 1 to a constant α k,d. Intermediate results provide information about how the vertex degrees of a minimal spanning tree change as points are added or deleted, about the decomposition of minimal spanning trees into probabilistically similar trees, and about the mean and variance of Vk,n.


1987 ◽  
Vol 24 (04) ◽  
pp. 809-826 ◽  
Author(s):  
J. Michael Steele ◽  
Lawrence A. Shepp ◽  
William F. Eddy

Let Vk,n be the number of vertices of degree k in the Euclidean minimal spanning tree of Xi , , where the Xi are independent, absolutely continuous random variables with values in Rd. It is proved that n –1 Vk,n converges with probability 1 to a constant α k,d. Intermediate results provide information about how the vertex degrees of a minimal spanning tree change as points are added or deleted, about the decomposition of minimal spanning trees into probabilistically similar trees, and about the mean and variance of Vk,n.


2018 ◽  
Vol 2018 ◽  
pp. 1-16
Author(s):  
Chunquan Li ◽  
Jianhua Jin

Randomness and uncertainty always coexist in complex systems such as decision-making and risk evaluation systems in the real world. Intuitionistic fuzzy random variables, as a natural extension of fuzzy and random variables, may be a useful tool to characterize some high-uncertainty phenomena. This paper presents a scalar expected value operator of intuitionistic fuzzy random variables and then discusses some properties concerning the measurability of intuitionistic fuzzy random variables. In addition, a risk model based on intuitionistic fuzzy random individual claim amount in insurance companies is established, in which the claim number process is regarded as a Poisson process. The mean chance of the ultimate ruin is investigated in detail. In particular, the expressions of the mean chance of the ultimate ruin are presented in the cases of zero initial surplus and arbitrary initial surplus, respectively, if individual claim amount is an exponentially distributed intuitionistic fuzzy random variable. Finally, two illustrated examples are provided.


1993 ◽  
Vol 30 (03) ◽  
pp. 602-615 ◽  
Author(s):  
R. A. Maller ◽  
S. Zhou

Suppose n possibly censored survival times are observed under an independent censoring model, in which the observed times are generated as the minimum of independent positive failure and censor random variables. A practical difficulty arises when the largest observation is censored since then the usual non-parametric estimator of the distribution of the survival time is improper. We calculate the probability that this occurs and give necessary and sufficient conditions for this probability to converge to 0 as n →∞. As an application, we show that if this probability is 0, asymptotically, then a consistent estimator for the mean failure time can be found. An almost sure version of the problem is also considered.


1985 ◽  
Vol 22 (04) ◽  
pp. 844-851
Author(s):  
A. Gravey

This note gives a method of finding an upper bound for the mean of the maximum of n identically distributed non-negative random variables. The bound is explicitly given and numerically compared with the exact value of the mean of the maximum for some classical distributions (geometric, Poisson, Erlang, hyperexponential).


1983 ◽  
Vol 15 (01) ◽  
pp. 216-218
Author(s):  
Gunnar Blom

Let X 1, X2, · ·· be a stationary sequence of random variables and E 1 , E 2 , · ··, EN mutually exclusive events defined on k consecutive X's such that the probabilities of the events have the sum unity. In the sequence E j1 , E j2 , · ·· generated by the X's, the mean waiting time from an event, say E j1 , to a repetition of that event is equal to N (under a mild condition of ergodicity). Applications are given.


1971 ◽  
Vol 8 (4) ◽  
pp. 655-667 ◽  
Author(s):  
M. L. Samuels

SummaryIn a standard age-dependent branching process, let Rn(t) denote the proportion of the population belonging to the nth generation at time t. It is shown that in the supercritical case the distribution {Rn(t); n = 0, 1, …} has asymptotically, for large t, a (non-random) normal form, and that the mean ΣnRn(t) is asymptotically linear in t. Further, it is found that, for large n, Rn(t) has the shape of a normal density function (of t).Two other random functions are also considered: (a) the proportion of the nth generation which is alive at time t, and (b) the proportion of the nth generation which has been born by time t. These functions are also found to have asymptotically a normal form, but with parameters different from those relevant for {Rn(t)}.For the critical and subcritical processes, analogous results hold with the random variables replaced by their expectations.


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