Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Home

Concept

Taylor expansions for the moments of functions of random variables

Formal sciences
Mathematics
Probability theory
Topics in probability theory

About
Privacy
Disclaimer

Graph Chatbot

Related publications (5)

Page 1 of 1

The Chaining Lemma and Its Application

Sebastian Faust

We present a new information-theoretic result which we call the Chaining Lemma. It considers a so-called "chain" of random variables, defined by a source distribution X-(0) with high min-entropy and a number (say, t in total) of arbitrary functions (T-1,.. ...

Springer-Verlag Berlin2015

On Nonasymptotic Optimal Stopping Criteria In Monte Carlo Simulations

Erik Gustaf Bogislaw Von Schwerin, Hakon Andreas Hoel

We consider the setting of estimating the mean of a random variable by a sequential stopping rule Monte Carlo (MC) method. The performance of a typical second moment based sequential stopping rule MC method is shown to be unreliable in such settings both b ...

Siam Publications2014

On the Continuity of Characteristic Functionals and Sparse Stochastic Modeling

Michaël Unser, Julien René Fageot, Arash Amini

The characteristic functional is the infinite-dimensional generalization of the Fourier transform for measures on function spaces. It characterizes the statistical law of the associated stochastic process in the same way as a characteristic function specif ...

Springer Birkhauser2014

Prescription-induced jump distributions in multiplicative Poisson processes

Andrea Rinaldo, Amos Maritan, Samir Suweis

Generalized Langevin equations (GLE) with multiplicative white Poisson noise pose the usual prescription dilemma leading to different evolution equations (master equations) for the probability distribution. Contrary to the case of multiplicative gaussian w ...

2011

Approximating the Gaussian Multiple Description Rate Region Under Symmetric Distortion

Suhas Diggavi, Soheil Mohajerzefreh

We consider multiple description (MD) coding for the Gaussian source with K descriptions under the symmetric mean-squared error (MSE) distortion constraints, and provide an approximate characterization of the rate region. We show that the rate region can b ...

2009