Mathematical Sciences: Sums of Independent Random Variables

数学科学：独立随机变量之和

• 批准号: 9401345
• 负责人: Pawel Hitczenko
• 金额: $ 6万
• 依托单位: North Carolina State University
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 1994
• 资助国家: 美国
• 起止时间: 1994-09-01 至 1997-08-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9401345&HistoricalAwards=false
• 关键词: Mathematical; Sciences; Sums; Independent; Random

The Principal Investigator will study sums of independent random variables. The research will focus primarily on identifying the best possible constants in inequalities for moments and tail probabilities for such sums. The case of randomly stopped sums will be investigated as well. The Principal Investigator will study certain problems concerning sums of random variables. A primary focus of the proposed research is to establish precise quantitative information on the behavior of such sums. A more complex situation, in which a number of summands is itself a random quantity, will be investigated as well.

首席调查员将研究独立随机变量的总和。这项研究将主要集中于确定矩和尾概率的不等式中的最佳常数。随机停止金额的情况也将被调查。首席调查员将研究与随机变量和有关的某些问题。拟议研究的一个主要重点是建立关于这类金额行为的准确量化信息。还将调查一种更复杂的情况，在这种情况下，要求数本身就是一个随机量。