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Nonextensive statistical mechanics and central limit theorems II - Convolution of q-independent random variables

An illustration of a magnifying glass. An illustration of a magnifying glass.
IEEE

Accurate simple closed-form approximations to distributions and densities of lognormal sum random variables

Abstract: Sums of lognormal random variables occur in many wireless communications problems, in part, because a shadowing environment is well modeled by a lognormal distribution. A closed-form ...
GitHub

convolution-left-side-rare-events

Source code for generating results from the paper A Fast and Accurate Numerical Method for the Left Tail of Sums of Independent Random Variables The source code to produce figure 4, 5 and 6 are found ...
JSTOR Daily

Sums of I.I.D. Random Variables and an Application to the Explosion Criterion for Markov Branching Processes

We give necessary and sufficient conditions for $P(\sum{_{n=1}^{\infty}}(A + S_{n})^{-1} < \infty) = 1$ in terms of E(∑n=1 ∞(A + Sn)-1), where Sn is the sum of n ...
Risk

Approximations of value-at-risk as an extreme quantile of a random sum of heavy-tailed random variables

This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
Europe PMC

Large Span Sizes and Irregular Shapes Target Detection Methods Using Variable Convolution-Improved YOLOv8.

In this work, an object detection method using variable convolution-improved YOLOv8 is proposed to solve the problem of low accuracy and low efficiency in detecting spanning and irregularly shaped ...