Browsing by Subject "Dependent random variables"
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Article
Central limit theorem for dependent multidimensionally indexed random variables
(2003)We consider dependent multidimensionally indexed random variables whose dependence is determined by the distance of their indices. This provides a generalization of the well-known notion of m-dependence. For the partial ...
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Article
Distribution and expectation bounds on order statistics from possibly dependent variates
(2001)Let X1,X2,...,Xn be n random variables with an arbitrary n-variate distribution. We say that the X's are maximally (resp. minimally) stable of order j(j∈{1,2,...,n}), if the distribution F(j) of max{Xk1,...,Xkj} (resp. ...