Time-variant global reliability sensitivity analysis of structures with both input random variables and stochastic processes
Sign Up to like & getrecommendations! Published in 2017 at "Structural and Multidisciplinary Optimization"
DOI: 10.1007/s00158-016-1598-8
Abstract: The ubiquitous uncertainties presented in the input factors (e.g., material properties and loads) commonly lead to occasional failure of mechanical systems, and these input factors are generally characterized as random variables or stochastic processes. For… read more here.
Keywords: stochastic processes; random variables; time; variables stochastic ... See more keywords
Sequential approximate reliability-based design optimization for structures with multimodal random variables
Sign Up to like & getrecommendations! Published in 2020 at "Structural and Multidisciplinary Optimization"
DOI: 10.1007/s00158-020-02507-5
Abstract: For practical engineering design problems, random variables tend to follow multimodal probability distributions when working at multiple operating conditions. For example, the structural fatigue stress of a steel bridge carrying both highway and railway traffic… read more here.
Keywords: random variables; multimodal random; optimization; reliability ... See more keywords
Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications
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DOI: 10.1007/s00362-018-0996-y
Abstract: In this paper, we present the $$L_p$$Lp convergence for partial sums $$S_n=\sum _{k=1}^nX_k$$Sn=∑k=1nXk under the Cesàro uniform integrability condition and the complete convergence for the maximum of $$S_n$$Sn for sequences of widely orthant dependent random… read more here.
Keywords: orthant dependent; random variables; widely orthant; dependent random ... See more keywords
Probabilistic Approach in the Problem of International Competition of Manufacturers with Random Variables
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DOI: 10.1007/s10559-019-00135-6
Abstract: Game-theoretic models of manufacturers’ competition in the international market of a homogeneous product are constructed provided that the strategic variables of the manufacturers are random. A class of distributions of random variables that guarantees the… read more here.
Keywords: competition; approach problem; probabilistic approach; manufacturers random ... See more keywords
Is contextuality about the identity of random variables?
Sign Up to like & getrecommendations! Published in 2019 at "Foundations of Physics"
DOI: 10.1007/s10701-021-00402-7
Abstract: Recent years have seen new general notions of contextuality emerge. Most of these employ context-independent symbols to represent random variables in different contexts. As an example, the operational theory of (Spekkens in Phys Rev A… read more here.
Keywords: random variables; theory; contextuality; contextuality identity ... See more keywords
On the Strong Law of Large Numbers for a Sequence of Independent Random Variables
Sign Up to like & getrecommendations! 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
On the rate of convergence in the central limit theorem for random sums of strongly mixing random variables
Sign Up to like & getrecommendations! Published in 2018 at "Lithuanian Mathematical Journal"
DOI: 10.1007/s10986-018-9391-6
Abstract: We present upper bounds for supx ∈ ℝ|P{ZN 0 (SN = X1 + ⋯ + XN) of centered strongly mixing or uniformly strongly mixing random variables X1, X2, . . . . Here the number of summands N is a nonnegative integer-valued random variable independent… read more here.
Keywords: random variables; random sums; rate convergence; random ... See more keywords
Uniform asymptotic normality of self-normalized weighted sums of random variables*
Sign Up to like & getrecommendations! Published in 2019 at "Lithuanian Mathematical Journal"
DOI: 10.1007/s10986-019-09461-w
Abstract: Let X, X1, X2, . . . be a sequence of nondegenerate i.i.d. random variables, let μ = {μni : n ∈ ℕ+, i = 1, …, n} be a triangular array of possibly random… read more here.
Keywords: asymptotic normality; random variables; weighted sums; self normalized ... See more keywords
Asymptotic Property of M Estimator in Classical Linear Models Under Dependent Random Errors
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DOI: 10.1007/s11009-017-9589-9
Abstract: In this paper, we first establish a useful result on strong convergence for weighted sums of widely orthant dependent (WOD, in short) random variables. Based on the strong convergence that we established and the Bernstein… read more here.
Keywords: random errors; random variables; asymptotic property; dependent random ... See more keywords
Stochastic Precedence and Minima Among Dependent Variables
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DOI: 10.1007/s11009-020-09772-3
Abstract: The notion of stochastic precedence between two random variables emerges as a relevant concept in several fields of applied probability. When one consider a vector of random variables X 1 ,..., X n , this… read more here.
Keywords: min limits; stochastic precedence; probability; random variables ... See more keywords
On the Weak Laws of Large Numbers for Compound Random Sums of Independent Random Variables with Convergence Rates
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DOI: 10.1007/s41980-021-00632-5
Abstract: The weak laws of large numbers are extremely intuitive and applicable results in various fields of probability theory and mathematical statistics. Compound random sums are extensions of classical random sums where the random number of… read more here.
Keywords: weak laws; random variables; random sums; laws large ... See more keywords