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An Invariance Principle for a Class of d-Dimensional Polygonal Random Functions

✍ Scribed by Luis G. Gorostiza


Book ID
125686080
Publisher
American Mathematical Society
Year
1973
Tongue
English
Weight
743 KB
Volume
177
Category
Article
ISSN
0002-9947

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A class of N-dimensional probability den
✍ A. De Angelis πŸ“‚ Article πŸ“… 1988 πŸ› Elsevier Science 🌐 English βš– 315 KB

The class of N-dimensional probability density functions such that the generation of a random vector can be reconducted through a linear transformation to the generation of N independent random numbers is described. Instances in physics when such functions can be used for parametrization in a Monte