Articles with "independent random" as a keyword



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Understanding nonsense correlation between (independent) random walks in finite samples

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Published in 2021 at "Statistical Papers"

DOI: 10.1007/s00362-021-01237-0

Abstract: Consider two independent random walks. By chance, there will be spells of association between them where the two processes move in the same direction, or in opposite direction. We compute the probabilities of the length… read more here.

Keywords: nonsense correlation; random walks; understanding nonsense; correlation independent ... See more keywords
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On the Strong Law of Large Numbers for a Sequence of Independent Random Variables

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Published in 2017 at "Journal of Mathematical Sciences"

DOI: 10.1007/s10958-017-3493-2

Abstract: New sufficient conditions for the applicability of the strong law of large numbers are established for a sequence of independent random variables. read more here.

Keywords: strong law; random variables; law large; large numbers ... See more keywords
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Malliavin and Dirichlet structures for independent random variables

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Published in 2019 at "Stochastic Processes and their Applications"

DOI: 10.1016/j.spa.2018.07.019

Abstract: On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for… read more here.

Keywords: random variables; structures independent; malliavin dirichlet; dirichlet structures ... See more keywords
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On the Skitovich-Darmois-Ramachandran-Ibragimov theorem for linear forms of Q-independent random sequences

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Published in 2018 at "Studia Scientiarum Mathematicarum Hungarica"

DOI: 10.1556/012.2018.55.3.1403

Abstract: We characterize the normal distribution based on the Q-independence of linear forms based on infinite sequences of Q-independent random variables. read more here.

Keywords: darmois ramachandran; ramachandran ibragimov; ibragimov theorem; skitovich darmois ... See more keywords