Image de couverture de livre

An integral over $(0,π)$ for the distribution function of a sum of independent gamma random variables and for quadratic forms of Gaussian variables

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Royen, Thomas
Format:	Preprint
Publié:	2024
Sujets:	Probability 62E15, 60G50
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Tail bounds for sums of independent two-sided exponential random variables
par: Li, Jiawei, et autres
Publié: (2021)

The distribution of the product of independent variance-gamma random variables
par: Gaunt, Robert E., et autres
Publié: (2024)

Linear combination of bilateral gamma random variables: distributional theory and approximations
par: Barman, Kalyan, et autres
Publié: (2026)

Convex combinations of random variables stochastically dominate the parent for a new class of heavy-tailed distributions
par: Arab, Idir, et autres
Publié: (2024)

Sharp Rosenthal-type inequalities for mixtures and log-concave variables
par: Chasapis, Giorgos, et autres
Publié: (2022)

A Sharp Gaussian Tail Bound for Sums of Uniforms
par: He, Xinjie, et autres
Publié: (2023)

The distribution of the ratio of products of independent zero mean normal random variables
par: Gaunt, Robert E., et autres
Publié: (2026)

A Stein characterisation of the distribution of the product of correlated normal random variables
par: Gaunt, Robert E., et autres
Publié: (2024)

Cluster size distributions of discrete random fields
par: Cheng, Dan, et autres
Publié: (2026)

On the product of correlated normal random variables and the noncentral chi-square difference distribution
par: Gaunt, Robert E.
Publié: (2024)

On the cumulative distribution function of the variance-gamma distribution
par: Gaunt, Robert E.
Publié: (2023)

Win rates at first-passage times for biased simple random walks
par: Bruss, F. Thomas, et autres
Publié: (2025)

Recurrence relations for the joint distribution of the sum and maximum of independent random variables
par: Efrem, Christos N.
Publié: (2023)

A functional Hungarian construction for sums of independent random variables
par: Grama, Ion, et autres
Publié: (2024)

A general correlation inequality for level sets of sums of independent random variables using the Bernoulli part with applications to the almost sure local limit theorem
par: Weber, Michel J. G.
Publié: (2023)

Entropies of sums of independent gamma random variables
par: Chasapis, Giorgos, et autres
Publié: (2022)

Comparison results for positive supermodular dependent Markov tree distributions
par: Ansari, Jonathan, et autres
Publié: (2024)

The envelope of a complex Gaussian random variable
par: Ghosal, Sattwik, et autres
Publié: (2023)

Sharp Decoupling Inequalities for the Variances and Second Moments of Sums of Dependent Random Variables
par: de la Pena, Victor H., et autres
Publié: (2025)

Convergence rate in the law of logarithm for negatively dependent random variables under sub-linear expectations
par: Xu, Mingzhou, et autres
Publié: (2024)

Asymptotic approximations for the distribution of the product of correlated normal random variables
par: Gaunt, Robert E., et autres
Publié: (2023)

Bounding suprema of canonical processes via convex hull
par: Latała, Rafał
Publié: (2022)

Estimates on Escape Times for the Elephant Random Walk
par: André, Morgan, et autres
Publié: (2026)

Asymptotic expansions relating to the distribution of the product of correlated normal random variables
par: Gaunt, Robert E., et autres
Publié: (2024)

Quasi-Banach spaces of random variables and stochastic processes
par: Kozachenko, Yuriy, et autres
Publié: (2026)

Set-indexed and multiple sums in high dimensions
par: Jin, Bochen, et autres
Publié: (2026)

A Probability Inequality for Convolutions of MTP2-Distribution Functions
par: Royen, Thomas
Publié: (2024)

Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
par: Daly, Fraser
Publié: (2020)

Asymptotics of randomly weighted sums without moment conditions of random weights
par: Gao, Qingwu, et autres
Publié: (2026)

Concentration and moment inequalities for sums of independent heavy-tailed random matrices
par: Jirak, Moritz, et autres
Publié: (2024)

The asymptotic distribution of the scaled remainder for pseudo golden ratio expansions of a continuous random variable
par: Herbst, Ira W., et autres
Publié: (2024)

Delayed Hawkes birth-death processes
par: Baars, Justin, et autres
Publié: (2023)

A uniform semi-local limit theorem along sets of multiples for sums of i.i.d. random variables
par: Weber, Michel J. G.
Publié: (2022)

On large deviation probabilities for self-normalized sums of random variables
par: Borovkov, Konstantin
Publié: (2025)

A remark on the comparison of the sum and the maximum of positive random variables
par: Okamura, Kazuki
Publié: (2026)

Biasing with an independent increment: Gaussian approximations and proximity of Poisson mixtures
par: Daly, Fraser
Publié: (2025)

A note on the equivalence between the conditional uncorrelation and the independence of random variables
par: Jaworski, Piotr, et autres
Publié: (2022)

The variance-gamma product distribution
par: Gaunt, Robert E., et autres
Publié: (2025)

A Selection Premium Decomposition for the Expected Maximum of Random Walks
par: de la Pena, Victor H., et autres
Publié: (2026)

Estimates of stability with respect to the number of summands for distributions of successive sums of independent identically distributed vectors
par: Zaitsev, Andrei Yu.
Publié: (2023)