scholarly journals Probabilistic Stirling Numbers of the Second Kind and Applications

Author(s):  
José A. Adell

Abstract Associated with each complex-valued random variable satisfying appropriate integrability conditions, we introduce a different generalization of the Stirling numbers of the second kind. Various equivalent definitions are provided. Attention, however, is focused on applications. Indeed, such numbers describe the moments of sums of i.i.d. random variables, determining their precise asymptotic behavior without making use of the central limit theorem. Such numbers also allow us to obtain explicit and simple Edgeworth expansions. Applications to Lévy processes and cumulants are discussed, as well.

Author(s):  
С.А. Олейникова ◽  
И.А. Селищев

Статья посвящена разработке имитационной модели, позволяющей оценить вероятностно-временные показатели случайной величины, представляющей собой длительность выполнения комплекса последовательно-параллельных работ. В первую очередь, к таким показателям относятся закон распределения случайной величины (с точностью до параметров), вероятность завершения проекта в некотором временном интервале, а также математическое ожидание и дисперсия. Потребность в решении поставленной задачи возникает в случае, если длительности отдельных работ являются случайными величинами. В этом случае временные характеристики завершения комплекса работ необходимы не только для оценки вероятностно-временных характеристик, но и для простейшего планирования времени начала каждой из работ. В настоящее время существуют подходы к решению данной задачи, наиболее распространенным из которых является PERT (Program Evaluation and Review Technique, техника оценки и анализа проектов). Однако оценки метода базируются на центральной предельной теореме, основывающейся на предположениях, которые в условиях реального функционирования производственных или обслуживающих систем невыполнимы. В силу этого возникает необходимость в получении модели, позволяющей оценить требуемые характеристики в любых условиях. В результате получена имитационная модель, позволяющая получить вероятностно-временные характеристики случайной величины, представляющей собой длительность комплекса последовательно-параллельных работ и отличающейся повышенной точностью по сравнению с существующими аналогами. Для реализации модели выбрана среда AnyLogic The article is devoted to the development of a simulation model that allows you to estimate the probabilistic-time indicators of a random variable, which is the duration of the completion of the complex of sequential-parallel works. First of all, such indicators include: the law of the distribution of a random value (with an accuracy of parameters), the probability of completing the project in some time interval, as well as a mathematical expectation and dispersion. The need for solving the task arises in the case if the duration of individual works are random values. In this case, the time characteristics of the completion of the work complex are necessary not only to assess the probabilistic-time characteristics but also for the simplest planning of the start time of each work. Currently, there are approaches to solving this task, the most common of which is PERT (Program Evaluation and Review Technique, an evaluation and project analysis technique). However, the estimates of the method are based on the central limit theorem based on assumptions that are impracticable in the real functioning of industrial or serving systems. Because of this, it is necessary to obtain a model that allows one to estimate the required characteristics in any conditions. As a result, a simulation model was obtained, which allows one to obtain the probabilistic-time characteristics of a random variable, which is the duration of a complex of sequential-parallel works and characterized by increased accuracy compared to existing analogues. For the implementation of the model, we chose AnyLogic medium


2009 ◽  
Vol 50 ◽  
Author(s):  
Jonas Kazys Sunklodas

In the paper, we present the upper bound of Lp norm \deltaλ,p of the order λ-δ/2 for all 1 \leq  p \leq ∞,  in the central limit theorem for a standardized random sum (SNλ - ESNλ)/DSNλ , where SNλ = X1 + ··· + XNλ is the random sum of independent identically distributed random variables X, X1, X2, . . . with  β2+δ = E|X|2+δ < ∞ where 0 < δ \leq 1, Nλ is a random variable distributed by the Poisson distribution with the parameter λ > 0, and Nλ is independent of X1, X2, . . ..


1992 ◽  
pp. 83-86
Author(s):  
Abu Hassan Shaari Mohd Nor ◽  
Fauziah Maarof

Kertas ini mengemukakan satu cara mencari momen memusat mutlak ketiga bagi pembolehubah rawak khi-kuasadua. Aturcara SAS (1988) iaitu PROBCHI digunakan bagi menyelesaikan pengamiran berangka. Kegunaannya dalam membina batas yang tepat ke atas ralat penghampiran dalam Teorem Had Memusat diberikan. This paper presents a way of calculating the third absolute central moment of a chi-square random variable. The SAS (1988) function PROBCHI is used to evaluate the numerical integrations. An application of this result in the construction of an exact bound on the error of approximation in the Central Limit Theorem is presented.


Author(s):  
Akihito Hora

Regarding the adjacency matrix of a graph as a random variable in the framework of algebraic or noncommutative probability, we discuss a central limit theorem in which the size of a graph grows in several patterns. Various limit distributions are observed for some Cayley graphs and some distance-regular graphs. To obtain the central limit theorem of this type, we make combinatorial analysis of mixed moments of noncommutative random variables on one hand, and asymptotic analysis of spectral structure of the graph on the other hand.


Author(s):  
Marshall A. Taylor

Understanding the central limit theorem is crucial for comprehending parametric inferential statistics. Despite this, undergraduate and graduate students alike often struggle with grasping how the theorem works and why researchers rely on its properties to draw inferences from a single unbiased random sample. In this article, I outline a new command, sdist, that can be used to simulate the central limit theorem by generating a matrix of randomly generated normal or nonnormal variables and comparing the true sampling distribution standard deviation with the standard error from the first randomly generated sample. The user also has the option of plotting the empirical sampling distribution of sample means, the first random variable distribution, and a stacked visualization of the two distributions.


Author(s):  
Jean Walrand

AbstractChapter 10.1007/978-3-030-49995-2_3 used the Central Limit Theorem to determine the number of users that can safely share a common cable or link. We saw that this result is also fundamental to calculate confidence intervals. In this section, we prove this theorem. A key tool is the characteristic function that provides a simple way to study sums of independent random variables.Section 4.1 introduces the characteristic function and calculates it for a Gaussian random variable. Section 4.2 uses that function to prove the Central Limit Theorem. Section 4.3 uses the characteristic function to calculate the moments of a Gaussian random variable. The sum of squares of Gaussian random variables is a common model of noise in communication links. Section 4.4 proves a remarkable property of such a sum. Section 4.5 shows how to use characteristic functions to approximate binomial and geometric random variables. The error function arises in the calculation of the probability of errors in transmission systems and also in decisions based on random observations. Section 4.6 derives useful approximations of that function. Section 4.7 concludes the chapter with a discussion of an adaptive multiple access protocol similar to one used in WiFi networks.


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