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Matematicheskie Zametki, 2007, Volume 81, Issue 6, Pages 879–892
DOI: https://doi.org/10.4213/mzm3738
(Mi mzm3738)
 

This article is cited in 3 scientific papers (total in 3 papers)

On a Problem in Probability Theory

V. P. Maslova, V. E. Nazaikinskiib

a M. V. Lomonosov Moscow State University, Faculty of Physics
b A. Ishlinsky Institite for Problems in Mechanics, Russian Academy of Sciences
Full-text PDF (550 kB) Citations (3)
References:
Abstract: For continuous random variables, we study a problem similar to that considered earlier by one of the authors for discrete random variables. Let numbers
$$ N>0,\qquad E>0,\qquad 0\le\lambda_1\le\lambda_2\le\dotsb\le\lambda_s $$
be given. Consider a random vector $x=(x_1,\dots,x_s)$, uniformly distributed on the set
$$ x_j\ge0,\quad j=1,\dots,s;\qquad \sum_{j=1}^sx_j=N,\quad \sum_{j=1}^s\lambda_jx_j\le E. $$
We study the weak limit of $x$ as $s\to\infty$.
Keywords: dependent random variable, uniform distribution, weak limit, Heaviside function, risk-free investment, budget and priority constraints.
Received: 10.04.2007
English version:
Mathematical Notes, 2007, Volume 81, Issue 6, Pages 788–799
DOI: https://doi.org/10.1134/S0001434607050264
Bibliographic databases:
UDC: 519
Language: Russian
Citation: V. P. Maslov, V. E. Nazaikinskii, “On a Problem in Probability Theory”, Mat. Zametki, 81:6 (2007), 879–892; Math. Notes, 81:6 (2007), 788–799
Citation in format AMSBIB
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  • https://doi.org/10.4213/mzm3738
  • https://www.mathnet.ru/eng/mzm/v81/i6/p879
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математические заметки Mathematical Notes
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