منابع مشابه
A Note on Invariant Random Variables
One method of improving safety of transmissions between simple sensing devices is to assign sets of cryptographic keys to them. Methods of distributions of such keys are called key predistribution schema. The basic probabilistic key predistribution schema from Eschenauer and Gligor (2002) can be described as follows: we have a pool K of cryptographic symmetric keys of cardinality n; each device...
متن کاملA Survey on Simulating Stable Random Variables
In general case, Chambers et al. (1976) introduced the following algorithm for simulating any stable random variables $ X/sim(alpha, beta, gamma, delta) $ with four parameters. They use a nonlinear transformation of two independent uniform random variables for simulating an stable random variable... (to continue, click here)
متن کاملA Note on Sums of Independent Random Variables
provided (Xn) are either symmetric or positive, and in the first case p ≥ 2, and in the second case p ≥ 1. The main novelty here is the fact that, contrary to the classical inequalities, the constants here are independent of p. Certain particular cases of Lata la’s result had been known earlier (see e.g. Hitczenko (1993), Gluskin and Kwapień (1995) or Hitczenko, Montgomery-Smith and Oleszkiewic...
متن کاملA Note on the Sum of Correlated Gamma Random Variables
The sum of correlated gamma random variables appears in the analysis of many wireless communications systems, e.g. in systems under Nakagami-m fading. In this Letter we obtain exact expressions for the probability density function (PDF) and the cumulative distribution function (CDF) of the sum of arbitrarily correlated gamma variables in terms of certain Lauricella functions. Index Terms Gamma ...
متن کاملA note on generating random variables with log-concave densities
We present a black-box style rejection method that is valid for generating random variables with any log-concave density, provided that one knows a mode of the density, which is known only up to a constant factor.
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1972
ISSN: 0003-4851
DOI: 10.1214/aoms/1177690880