38 search results - page 1 / 8 » Convergence Theorems for Generalized Random Variables and Ma... |
EUSFLAT
2009
13 years 2 months ago
2009
We examine generalizations of random variables and martingales. We prove a new convergence theorem for setvalued martingales. We also generalize a well known characterization of se...
SODA
2004
ACM
13 years 6 months ago
2004
ACM
We present a new technique for constructing and analyzing couplings to bound the convergence rate of finite Markov chains. Our main theorem is a generalization of the path couplin...
Book
This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...
APPROX
2010
Springer
13 years 6 months ago
2010
Springer
We give a simple combinatorial proof of the Chernoff-Hoeffding concentration bound [Che52, Hoe63], which says that the sum of independent {0, 1}-valued random variables is highly ...
CORR
2006
Springer
13 years 4 months ago
2006
Springer
New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of n ...