On Large Deviations for a Distribution Density Function
✍ Scribed by L. Saulis; V. Statulevičius
- Publisher
- John Wiley and Sons
- Year
- 1975
- Tongue
- English
- Weight
- 670 KB
- Volume
- 70
- Category
- Article
- ISSN
- 0025-584X
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
The sums of i.i.d. random vectors are considered. It is assumed that the underlying distribution is absolutely continuous and its density possesses the property which can be referred to as regular variation. The asymptotic expressions for the probability of large deviations are established in the ca
## Abstract An asymptotic representation for large deviation probabilities of the Winsorized mean of a sequence of independent, identically distributed exponential random variables is derived. The Winsorized mean, a linear combination of exponential order statistics, is first transformed into a wei
## Abstract Let __X~t~__ be a symmetric stable process on __d__‐dimensional Euclidean space \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}${\mathbb {R}}^d$\end{document}. Let __F__(__x__, __y__) be a symmetric positive bounded function on \documentclass{article}\usepac
Efforts to compute accurate all-electron density-functional energies for large molecules and clusters using Gaussian basis sets are reviewed and their use in fullerene science described. The foundation of this effort, variational fitting, is described first. When discovered experimentally, C was nat