Linear processes generated by independent random variables

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Limiting Behaviors of Linear Random Fields Generated by Lnqd Random Variables on Z2

In this paper we establish the central limit theorem and the strong law of large numbers for linear random fields generated by identically distributed linear negative quadrant dependent random variables on Z.

متن کامل

On infinitesimal ~-fields generated by random processes

Let X(t) , t >1 O, be a Polish space-valued r a n d o m process defined on a probabi l i ty space (~, ~ , P), where ~ is the P-comple t ion of a countab ly generated a-field ~ o . Let ~(t + ) (the ' l ook-ahead ' a-field at t) and r ) (the ' l ook-back ' a-field at t) denote the P-comple t ions of c~>,a(X(y), t <~ y <~ s) and c~s<ta(X(y), s ~< y ~< t) respectively. The aim of this note is to p ...

متن کامل

Pairwise Independent Random Variables

In this lecture we discuss how to derandomize algorithms. We will see a brute force algorithm (enumeration) for derandomization. We will also see that some random algorithms do not need true randomness. Specifically, we will see an example where only pairwise random bits are needed. Next, we will see how we can generate pairwise random values and how this conservation on the amount of randomnes...

متن کامل

Independent random variables

1 Last two lectures ¯ probability spaces ¯ probability measure ¯ random variables and stochastic processes ¯ distribution functions ¯ independence ¯ conditional probability ¯ memoriless property of geometric and exponential distributions ¯ expectation ¯ conditional expectation (double expectation) ¯ mean-square estimation 1

متن کامل

Linear code-based vector quantization for independent random variables

The computationally efficient vector quantization for a discrete time source can be performed using lattices over block linear codes or convolutional codes. For high rates (low distortion) and uniform distribution the performance of a multidimensional lattice depends mainly on the normalized second moment (NSM) of the lattice. For relatively low rates (high distortions) and non-uniform distribu...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Proceedings of the American Mathematical Society

سال: 1972

ISSN: 0002-9939

DOI: 10.1090/s0002-9939-1972-0326812-3