Search Results - subject:"random variables"

On the (im-)possibility of representing probability distributions as a difference of i.i.d. noise terms

Ewerhart, Christian; Serena, Marco - 2023

A random variable is difference-form decomposable (DFD) if it may be written as the difference of two i.i.d. random terms. We show that densities of such variables exhibit a remarkable degree of structure. Specifically, a DFD density can be neither approximately uniform, nor quasiconvex, nor...

Persistent link: https://www.econbiz.de/10014278201

On the (im-)possibility of representing probability distributions as a difference of i.i.d. noise terms

Ewerhart, Christian; Serena, Marco - 2023

Persistent link: https://www.econbiz.de/10014417649

Distributionally robust views on queues and related stochastic models

Eekelen, Wouter van - 2023

Persistent link: https://www.econbiz.de/10014439392

A note on symmetric random vectors with an application to discrete choice

Hefti, Andreas - 2022

This paper studies random vectors X featuring symmetric distributions in that i) the order of the random variables in X … of random variables, or in context of a choice probability system known from economic models of discrete choice. …

Persistent link: https://www.econbiz.de/10013441505

Theoretical asset pricing under behavioral decision making

Vries, Martijn Alexander de - 2022

Persistent link: https://www.econbiz.de/10013263004

A note on symmetric random vectors with an application to discrete choice

Hefti, Andreas - 2022

Persistent link: https://www.econbiz.de/10013440050

New Deterministic Solution to a chance constrained linear programming model with Weibull Random Coefficients

Ismail, Maha; El-Hefnawy, Ali; Saad, Abd El-Naser - In: Future Business Journal 4 (2018) 1, pp. 109-120

described as random variables. Therefore, the use of the Probabilistic Linear Programming model with random coefficients has ….H.S technologic coefficients are random variables. Moreover, the performance of the proposed model is shown through an application of … the results of another model that depends on approximating the distribution of the sum of Weibull random variables to the …

Persistent link: https://www.econbiz.de/10011937850

New Deterministic Solution to a chance constrained linear programming model with Weibull Random Coefficients

Ismail, Maha; El-Hefnawy, Ali; Saad, Abd El-Naser - In: Future Business Journal 4 (2018) 1, pp. 109-120

Persistent link: https://www.econbiz.de/10011862381

Asymptotic study of stochastic adaptive algorithm in non-convex landscape

Gadat, Sébastien; Gavra, Ioana - 2021

Persistent link: https://www.econbiz.de/10012434763

A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport

Bercu, Bernard; Bigot, Jérémie; Gadat, Sébastien; … - 2021

Persistent link: https://www.econbiz.de/10012596536