Ascending runs of sequences of geometrically distributed random variables: a probabilistic analysis

Alternating Runs of Geometrically Distributed Random Variables

Run statistics about a sequence of independent geometrically distributed random variables has attracted some attention recently in many areas such as applied probability, reliability, statistical process control, and computer science. In this paper, we first study the mean and variance of the number of alternating runs in a sequence of independent geometrically distributed random variables. The...

Monotone runs of uniformly distributed integer random variables: A probabilistic analysis

Ascending runs in dependent uniformly distributed random variables: Application to wireless networks

We analyze in this paper the longest increasing contiguous sequence or maximal ascending run of random variables with common uniform distribution but not independent. Their dependence is characterized by the fact that two successive random variables cannot take the same value. Using a Markov chain approach, we study the distribution of the maximal ascending run and we develop an algorithm to co...

Probabilistic Tools for the Analysis of Randomized Optimization Heuristics

This chapter collects several probabilistic tools that proved to be useful in the analysis of randomized search heuristics. This includes classic material like Markov, Chebyshev and Chernoff inequalities, but also lesser known topics like stochastic domination and coupling or Chernoff bounds for geometrically distributed random variables and for negatively correlated random variables. Almost al...

پخش بار احتمالاتی با استفاده از تبدیل بی بوی کروی

Today's with the increasing development of distributed energy resources, power system analysis has been entered a new level of attention. Since the majority of these types of energy resources are affected by environmental conditions, the uncertainty in the power system has been expanded; so probabilistic analysis has become more important. Among the various methods of probabilistic analysis, po...