An extremal property of independent random variables

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An Extremal Inequality Related to Hypercontractivity of Gaussian Random Variables

We establish that Gaussian distributions are the optimizers for a particular optimization problem related to determining the hypercontractivity parameters for a pair of jointly Gaussian random variables.

متن کامل

Pairwise Independent Random Variables

In this lecture we discuss how to derandomize algorithms. We will see a brute force algorithm (enumeration) for derandomization. We will also see that some random algorithms do not need true randomness. Specifically, we will see an example where only pairwise random bits are needed. Next, we will see how we can generate pairwise random values and how this conservation on the amount of randomnes...

متن کامل

Independent random variables

1 Last two lectures ¯ probability spaces ¯ probability measure ¯ random variables and stochastic processes ¯ distribution functions ¯ independence ¯ conditional probability ¯ memoriless property of geometric and exponential distributions ¯ expectation ¯ conditional expectation (double expectation) ¯ mean-square estimation 1

متن کامل

Conditionally independent random variables

In this paper we investigate the notion of conditional independence and prove several information inequalities for conditionally independent random variables. Keywords— Conditionally independent random variables, common information, rate region.

متن کامل

Extremal configurations for moments of sums of independent positive random variables

We find the extremal configuration for the p-moment of sums of independent positive random variables while constraining the sum of the expectations of the random variables and the sum of their p-moments.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Proceedings of the American Mathematical Society

سال: 1972

ISSN: 0002-9939

DOI: 10.1090/s0002-9939-1972-0312566-3