منابع مشابه
Multivariate Juggling Probabilities
We consider refined versions of Markov chains related to juggling introduced by Warrington. We further generalize the construction to juggling with arbitrary heights as well as infinitely many balls, which are expressed more succinctly in terms of Markov chains on integer partitions. In all cases, we give explicit product formulas for the stationary probabilities. The normalization factor in on...
متن کاملJuggling Probabilities
From the right perspective, everything is mathematical — even juggling. In this talk, I'll describe how juggling relates to traditional mathematical fields such as graph theory and look at what happens when a person starts juggling randomly. In doing so, I'll illustrate how these mathematical underpinnings can be useful to even accomplished jugglers. There will be numerous live demonstrations w...
متن کاملNumerical Computation of Multivariate Normal Probabilities
The numerical computation of a multivariate normal probability is often a diicult problem. This article describes a transformation that simpliies the problem and places it into a form that allows eecient calculation using standard numerical multiple integration algorithms. Test results are presented that compare implementations of two algorithms that use the transformation, with currently avail...
متن کاملComputing and approximating multivariate chi-square probabilities
We consider computational methods for evaluating and approximating multivariate chisquare probabilities in cases where the pertaining correlation matrix or blocks thereof have a low-factorial representation. To this end, techniques from matrix factorization and probability theory are applied. We outline a variety of statistical applications of multivariate chi-square distributions and provide a...
متن کاملParallel Computation of Multivariate Normal Probabilities
We present methods for the computation of multivari-ate normal probabilities on parallel/ distributed systems. After a transformation of the initial integral, an approximation can be obtained using Monte-Carlo or quasi-random methods. We propose a meta-algorithm for asynchronous sampling methods and derive eecient parallel algorithms for the computation of MVN distribution functions, including ...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2015
ISSN: 1083-6489
DOI: 10.1214/ejp.v20-3495