Browsing by Subject "Total variation distance"
Now showing items 1-7 of 7
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Article
An application of a density transform and the local limit theorem
(2002)Consider an absolutely continuous random variable X with finite variance σ2. It is known that there exists another random variable X* (which can be viewed as a transformation of X) with a unimodal density, satisfying the ...
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Article
Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics
(2017)The aim of this paper is to approximate a Finite-State Markov (FSM) process by another process defined on a lower dimensional state space, called the approximating process, with respect to a total variation distance fidelity ...
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Article
Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics
(2017)The aim of this paper is to approximate a Finite-State Markov (FSM) process by another process defined on a lower dimensional state space, called the approximating process, with respect to a total variation distance fidelity ...
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Article
Bounds for the distance between the distributions of sums of absolutely continuous i.i.d. convex-ordered random variables with applications
(2009)Let X 1, X 2, ... and Y 1, Y 2,... be two sequences of absolutely continuous, independent and identically distributed (i.i.d.) random variables with equal means E(X i) = E(Y i), i = 1, 2,.... In this work we provide upper ...
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Article
Extremum problems with total variation distance and their applications
(2014)The aim of this paper is to investigate extremum problems with pay-off being the total variation distance metric defined on the space of probability measures, subject to linear functional constraints on the space of ...
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Article
Poisson approximation for a sum of dependent indicators: An alternative approach
(2002)The random variables X1, X2,...,Xn are said to be totally negatively dependent (TND) if and only if the random variables Xi and Σj≠i Xj are negatively quadrant dependent for all i. Our main result provides, for TND 0-1 ...
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Article
Variational Inequalities for Arbitrary Multivariate Distributions
(1998)Upper bounds for the total variation distance between two arbitrary multivariate distributions are obtained in terms of the correspondingw-functions. The results extend some previous inequalities satisfied by the normal ...