Efficient random variables

Fuzzy random variables

✍ Madan L Puri; Dan A Ralescu 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 674 KB

Convex fuzzy random variables

✍ William E. Stein; Kirit Talati 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 649 KB

Gaussian fuzzy random variables

✍ Yuhu Feng 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 101 KB

In this paper we deÿne the concepts of a Gaussian fuzzy random variable and a Gaussian fuzzy random vector and discuss their properties. The covariance operator, the characteristic functional and the linear transformation of a Gaussian fuzzy random variable are investigated.

Discrete stable random variables

✍ Gerd Christoph; Karina Schreiber 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 220 KB

In Steutel and van Ham (1979) a discrete analogue of stable random variables was introduced. In the present note we consider some explicit and asymptotic formulae for the probabilities of discrete stable random variables and give rates for the convergence of sequences of certain discrete stable rand

Simulating Bessel random variables

✍ Luc Devroye 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 115 KB

In this paper, we discuss e cient exact random variate generation for the Bessel distribution. The expected time of the algorithm is uniformly bounded over all choices of the parameters, and the algorithm avoids any computation of Bessel functions or Bessel ratios.

Computability on random variables

✍ Norbert Th. Müller 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 834 KB

In this paper, we study aspects of computability concerning random variables under the background of Type 2 Theory of Effectivity (TTE). We show that the resulting definitions are "natural" as they suffice to successfully discuss questions of computability of basic queueing systems, e.g. of the so-c