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This article is cited in 1 scientific paper (total in 1 paper)
On the approximation of random variables on a finite chain
A. D. Yashunsky Keldysh Institute of Applied Mathematics RAS, 4 Miusskaya Square, 125047 Moscow, Russia
Abstract:
We consider the transformations of independent random variables over a linearly ordered finite set (a chain) by the join and meet operations. We investigate the possibility of approximating an arbitrary probability distribution on a chain by means of a (possibly iterated) application of the join and meet operations to independent random variables with distributions from a given set. We establish some conditions under which the approximation is impossible and the conditions when it becomes possible. Illustr. 3, bibliogr. 9.
Keywords:
finite chain, linearly ordered set, random variable, distribution, approximation.
Received: 23.02.2020 Revised: 23.02.2020 Accepted: 25.05.2020
Citation:
A. D. Yashunsky, “On the approximation of random variables on a finite chain”, Diskretn. Anal. Issled. Oper., 27:3 (2020), 109–125; J. Appl. Industr. Math., 14:3 (2020), 581–591
Linking options:
https://www.mathnet.ru/eng/da959 https://www.mathnet.ru/eng/da/v27/i3/p109
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