AN ELEMENTARY PROBABILITY APPROACH TO FLUCTUATION THEORY

Abstract

Problems connected with the fluctuation of the sums of independent and identically distributed random variables are discussed. Basically these problems consist in finding the distribution of various functions which are definable in terms of the sums and which give a measure (in some sense) of the amount of oscillation which the sums undergo.

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Document Details

Document Type
Technical Report
Publication Date
Mar 15, 1962
Accession Number
AD0274019

Entities

People

  • Sidney C. Port

Organizations

  • Northwestern University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Analytic Functions
  • Banach Space
  • Coefficients
  • Complex Numbers
  • Complex Variables
  • Equations
  • Identities
  • Notation
  • Numbers
  • Order Statistics
  • Permutations
  • Probability
  • Random Variables
  • Real Numbers
  • Sequences
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.